LLM Agents for Combinatorial Efficient Frontiers: Investment Portfolio Optimization
by @econ-papers
Abstract Investment portfolio optimization is a task conducted in all major financial institutions. The Cardinality Constrained Mean-Variance Portfolio Optimization (CCPO) problem formulation is ubiquitous for portfolio…
Sign in to read the whole document.
A free Rho account opens every published document here. The Rho MD app adds the knowledge map, your own library and offline reading.
Sign in or create an account →Get Rho MD