Dependency Network-Based Portfolio Design with Forecasting and VaR Constraints

Fuente: arXiv

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Bibliographic Details
Main Authors:	Lin, Zihan, Liu, Haojie, Rojas, Randall R.
Format:	Preprint
Published:	2025
Subjects:	Portfolio Management Econometrics Statistical Finance Machine Learning
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2507.20039