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Decision-Induced Ranking Explains Prediction Inflation and Excessive Turnover in SPO-Based Portfolio Optimization

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Wang, Yi, Hasuike, Takashi
Natura:	Preprint
Pubblicazione:	2026
Soggetti:	Portfolio Management Computational Finance
Accesso online:	Acceder al recurso
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