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

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Lee, Junhyeong, Jeon, Haeun, Bae, Hyunglip, Lee, Yongjae
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Portfolio Management Artificial Intelligence
Accesso online:	Acceder al recurso
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