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Multi periods mean-DCVaR optimization: a Recursive Neural Network resolution

Fuente: arXiv

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Bibliographic Details
Main Authors:	Lelong, Jérôme, Maume-Deschamps, Véronique, Thevenot, William
Format:	Preprint
Published:	2026
Subjects:	Portfolio Management
Online Access:	Acceder al recurso
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