Estimating Covariance for Global Minimum Variance Portfolio: A Decision-Focused Learning Approach

Fuente: arXiv

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Bibliographic Details
Main Authors:	Kim, Juchan, Tae, Inwoo, Lee, Yongjae
Format:	Preprint
Published:	2025
Subjects:	Portfolio Management Artificial Intelligence
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2508.10776