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Inverse Portfolio Optimization with Synthetic Investor Data: Recovering Risk Preferences under Uncertainty

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Cha, Jinho, Pham, Long, Vo, Thi Le Hoa, Cho, Jaeyoung, Lee, Jaejin
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	General Finance
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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