Outperforming a Benchmark with $α$-Bregman Wasserstein divergence

Fuente: arXiv

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Bibliographic Details
Main Authors:	Pesenti, Silvana M., Nguyen, Thai
Format:	Preprint
Published:	2026
Subjects:	Portfolio Management Mathematical Finance Risk Management
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2603.20580