Utility-Weighted Forecasting and Calibration for Risk-Adjusted Decisions under Trading Frictions

Fuente: arXiv

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Bibliographic Details
Main Author:	Wright, Craig S
Format:	Preprint
Published:	2026
Subjects:	Econometrics Computational Finance Portfolio Management Trading and Market Microstructure 62M10, 62P05, 91B05, 90C15, 91G10, 91G70 G.3; G.1.6; J.4; H.4.2
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2601.07852