Mean-Variance Portfolio Selection in Long-Term Investments with Unknown Distribution: Online Estimation, Risk Aversion under Ambiguity, and Universality of Algorithms

Fuente: arXiv

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Bibliographic Details
Main Author:	Lam, Duy Khanh
Format:	Preprint
Published:	2024
Subjects:	Mathematical Finance Machine Learning Probability Portfolio Management
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2406.13486