Return Prediction for Mean-Variance Portfolio Selection: How Decision-Focused Learning Shapes Forecasting Models

Fuente: arXiv

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Bibliographic Details
Main Authors:	Lee, Junhyeong, Jeon, Haeun, Bae, Hyunglip, Lee, Yongjae
Format:	Preprint
Published:	2024
Subjects:	Portfolio Management Artificial Intelligence
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2409.09684