Dynamic CVaR portfolio construction with attention-powered generative factor learning (Q6558580)
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scientific article; zbMATH DE number 7868300
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| English | Dynamic CVaR portfolio construction with attention-powered generative factor learning |
scientific article; zbMATH DE number 7868300 |
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Dynamic CVaR portfolio construction with attention-powered generative factor learning (English)
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19 June 2024
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dynamic portfolio construction
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generative factor model
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attention-GRU network
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tail properties
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CVaR portfolio optimization
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