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Breaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio Choice

Fuente: arXiv

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Bibliographic Details
Main Authors:	Huh, Jeonggyu, Jeon, Jaegi, Koo, Hyeng Keun, Lim, Byung Hwa
Format:	Preprint
Published:	2025
Subjects:	Portfolio Management Computational Finance
Online Access:	Acceder al recurso
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