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1 Ergebnisse
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Dynamic CVaR portfolio construction with attention-powered ..:
Sun, Chuting
;
Wu, Qi
;
Yan, Xing
Journal of Economic Dynamics and Control. 160 (2024) - p. 104821 , 2024
Link:
https://doi.org/10.1016/j.jedc.2024.104821
RT Journal T1 <Title>Dynamic CVaR portfolio construction with attention-powered generative factor learning</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.jedc.2024.104821&Exemplar=1&LAN=DE A1 Sun, Chuting A1 Wu, Qi A1 Yan, Xing PB Elsevier BV YR 2024 SN 0165-1889 JF Journal of Economic Dynamics and Control VO 160 SP 104821 LK http://dx.doi.org/https://doi.org/10.1016/j.jedc.2024.104821 DO https://doi.org/10.1016/j.jedc.2024.104821 SF ELIB - SuUB Bremen
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