Uniform Pessimistic Risk and its Optimal Portfolio
Fuente:
arXiv
Saved in:
| Main Authors: | Hong, Sungchul, Jeon, Jong-June |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Can Blindfolded LLMs Still Trade? An Anonymization-First Framework for Portfolio Optimization
by: Jeon, Joohyoung, et al.
Published: (2026)
by: Jeon, Joohyoung, et al.
Published: (2026)
skfolio: Portfolio Optimization in Python
by: Nicolini, Carlo, et al.
Published: (2025)
by: Nicolini, Carlo, et al.
Published: (2025)
Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management
by: Li, Zhenglong, et al.
Published: (2024)
by: Li, Zhenglong, et al.
Published: (2024)
Financially Guided Deep Portfolio Optimization
by: Fernandes, Rahul, et al.
Published: (2026)
by: Fernandes, Rahul, et al.
Published: (2026)
Portfolio Management using Deep Reinforcement Learning
by: Pawar, Ashish Anil, et al.
Published: (2024)
by: Pawar, Ashish Anil, et al.
Published: (2024)
Enhancing Portfolio Optimization with Deep Learning Insights
by: Luo, Brandon, et al.
Published: (2026)
by: Luo, Brandon, et al.
Published: (2026)
Deep Reinforcement Learning for Long-Short Portfolio Optimization
by: Huang, Gang, et al.
Published: (2020)
by: Huang, Gang, et al.
Published: (2020)
A Deep Reinforcement Learning Framework For Financial Portfolio Management
by: Li, Jinyang
Published: (2024)
by: Li, Jinyang
Published: (2024)
Robustifying Conditional Portfolio Decisions via Optimal Transport
by: Nguyen, Viet Anh, et al.
Published: (2021)
by: Nguyen, Viet Anh, et al.
Published: (2021)
Reinforcement-Learning Portfolio Allocation with Dynamic Embedding of Market Information
by: He, Jinghai, et al.
Published: (2025)
by: He, Jinghai, et al.
Published: (2025)
Factor-Based Conditional Diffusion Model for Contextual Portfolio Optimization
by: Gao, Xuefeng, et al.
Published: (2025)
by: Gao, Xuefeng, et al.
Published: (2025)
A Case Study of Next Portfolio Prediction for Mutual Funds
by: Thomaz, Guilherme, et al.
Published: (2024)
by: Thomaz, Guilherme, et al.
Published: (2024)
Benchmarking Robustness of Deep Reinforcement Learning approaches to Online Portfolio Management
by: Velay, Marc, et al.
Published: (2023)
by: Velay, Marc, et al.
Published: (2023)
Clustering Digital Assets Using Path Signatures: Application to Portfolio Construction
by: Inzirillo, Hugo
Published: (2024)
by: Inzirillo, Hugo
Published: (2024)
Hedge Fund Portfolio Construction Using PolyModel Theory and iTransformer
by: Zhao, Siqiao, et al.
Published: (2024)
by: Zhao, Siqiao, et al.
Published: (2024)
Optimizing Portfolio with Two-Sided Transactions and Lending: A Reinforcement Learning Framework
by: Habibnia, Ali, et al.
Published: (2024)
by: Habibnia, Ali, et al.
Published: (2024)
Decision by Supervised Learning with Deep Ensembles: A Practical Framework for Robust Portfolio Optimization
by: Kim, Juhyeong, et al.
Published: (2025)
by: Kim, Juhyeong, et al.
Published: (2025)
Conformal Predictive Portfolio Selection
by: Kato, Masahiro
Published: (2024)
by: Kato, Masahiro
Published: (2024)
Combining Transformer based Deep Reinforcement Learning with Black-Litterman Model for Portfolio Optimization
by: Sun, Ruoyu, et al.
Published: (2024)
by: Sun, Ruoyu, et al.
Published: (2024)
Regret-Driven Portfolios: LLM-Guided Smart Clustering for Optimal Allocation
by: Abro, Muhammad, et al.
Published: (2026)
by: Abro, Muhammad, et al.
Published: (2026)
Dynamic Portfolio Rebalancing: A Hybrid new Model Using GNNs and Pathfinding for Cost Efficiency
by: Vallarino, Diego
Published: (2024)
by: Vallarino, Diego
Published: (2024)
Do Better Volatility Forecasts Lead to Better Portfolios? Evidence from Graph Neural Networks
by: Wade, Rylan
Published: (2026)
by: Wade, Rylan
Published: (2026)
Joint Return and Risk Modeling with Deep Neural Networks for Portfolio Construction
by: Park, Keonvin
Published: (2026)
by: Park, Keonvin
Published: (2026)
Optimizing Portfolio Performance through Clustering and Sharpe Ratio-Based Optimization: A Comparative Backtesting Approach
by: Park, Keon Vin
Published: (2025)
by: Park, Keon Vin
Published: (2025)
Synthetic Data for Portfolios: A Throw of the Dice Will Never Abolish Chance
by: Cetingoz, Adil Rengim, et al.
Published: (2025)
by: Cetingoz, Adil Rengim, et al.
Published: (2025)
MILLION: A General Multi-Objective Framework with Controllable Risk for Portfolio Management
by: Deng, Liwei, et al.
Published: (2024)
by: Deng, Liwei, et al.
Published: (2024)
Machine Learning Based Stress Testing Framework for Indian Financial Market Portfolios
by: G, Vidya Sagar, et al.
Published: (2025)
by: G, Vidya Sagar, et al.
Published: (2025)
Regret-Optimized Portfolio Enhancement through Deep Reinforcement Learning and Future Looking Rewards
by: Karzanov, Daniil, et al.
Published: (2025)
by: Karzanov, Daniil, et al.
Published: (2025)
Portfolio Optimization Proxies under Label Scarcity and Regime Shifts via Bayesian and Deterministic Students under Semi-Supervised Sandwich Training
by: Chattopadhyay, Adhiraj
Published: (2026)
by: Chattopadhyay, Adhiraj
Published: (2026)
FDR-Controlled Portfolio Optimization for Sparse Financial Index Tracking
by: Machkour, Jasin, et al.
Published: (2024)
by: Machkour, Jasin, et al.
Published: (2024)
Stochastic Optimal Control of Iron Condor Portfolios for Profitability and Risk Management
by: Huang, Hanyue, et al.
Published: (2025)
by: Huang, Hanyue, et al.
Published: (2025)
Bayesian Portfolio Optimization by Predictive Synthesis
by: Kato, Masahiro, et al.
Published: (2025)
by: Kato, Masahiro, et al.
Published: (2025)
Deep Declarative Risk Budgeting Portfolios
by: Parra-Diaz, Manuel, et al.
Published: (2025)
by: Parra-Diaz, Manuel, et al.
Published: (2025)
Accelerated Portfolio Optimization and Option Pricing with Reinforcement Learning
by: Keramati, Hadi, et al.
Published: (2025)
by: Keramati, Hadi, et al.
Published: (2025)
Improving Bayesian Optimization for Portfolio Management with an Adaptive Scheduling
by: You, Zinuo, et al.
Published: (2025)
by: You, Zinuo, et al.
Published: (2025)
Finding Near-Optimal Portfolios With Quality-Diversity
by: Gašperov, Bruno, et al.
Published: (2024)
by: Gašperov, Bruno, et al.
Published: (2024)
From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions
by: Lin, Yun, et al.
Published: (2025)
by: Lin, Yun, et al.
Published: (2025)
Increase Alpha: Performance and Risk of an AI-Driven Trading Framework
by: Ghatak, Sid, et al.
Published: (2025)
by: Ghatak, Sid, et al.
Published: (2025)
Autonomous Sparse Mean-CVaR Portfolio Optimization
by: Lin, Yizun, et al.
Published: (2024)
by: Lin, Yizun, et al.
Published: (2024)
Optimizing Sharpe Ratio: Risk-Adjusted Decision-Making in Multi-Armed Bandits
by: Khurshid, Sabrina, et al.
Published: (2024)
by: Khurshid, Sabrina, et al.
Published: (2024)
Similar Items
-
Can Blindfolded LLMs Still Trade? An Anonymization-First Framework for Portfolio Optimization
by: Jeon, Joohyoung, et al.
Published: (2026) -
skfolio: Portfolio Optimization in Python
by: Nicolini, Carlo, et al.
Published: (2025) -
Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management
by: Li, Zhenglong, et al.
Published: (2024) -
Financially Guided Deep Portfolio Optimization
by: Fernandes, Rahul, et al.
Published: (2026) -
Portfolio Management using Deep Reinforcement Learning
by: Pawar, Ashish Anil, et al.
Published: (2024)