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"End-to-end risk budgeting portfolio optimization with neural networks."
Ayse Sinem Uysal, Xiaoyue Li, John M. Mulvey (2024)
- Ayse Sinem Uysal, Xiaoyue Li, John M. Mulvey:
End-to-end risk budgeting portfolio optimization with neural networks. Ann. Oper. Res. 339(1-2): 397-426 (2024)
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