"Autonomous Sparse Mean-CVaR Portfolio Optimization."

Yizun Lin et al. (2024)

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DOI: —

access: open

type: Conference or Workshop Paper

metadata version: 2024-09-02

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  dblp key:
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Yizun Lin, Yangyu Zhang, Zhao-Rong Lai, Cheng Li:
Autonomous Sparse Mean-CVaR Portfolio Optimization. ICML 2024

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