most citedA Financial Service Chatbot based on Deep Bidirectional Transformers

9 citations · 13 across the 3 of their papers we have counts for

collaborators
Showing q-fin.PMShow all

1 paper · 1 filter

q-fin.PM2020★ 4 cited

Learning Risk Preferences from Investment Portfolios Using Inverse Optimization

Shi Yu, Haoran Wang, Chaosheng Dong

The fundamental principle in Modern Portfolio Theory (MPT) is based on the quantification of the portfolio's risk related to performance. Although MPT has made huge impacts on the…