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20082026
most citedDiffolio: A Diffusion Model for Multivariate Probabilistic Financial Time-Series Forecasting and Portfolio Construction

1 citations · 2 across the 12 of their papers we have counts for

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q-fin.CP2026

Breaking the Dimensional Barrier: Dynamic Portfolio Choice with Parameter Uncertainty via Pontryagin Projection

Jeonggyu Huh, Hyeng Keun Koo

We study continuous-time CRRA portfolio choice in diffusion markets with estimated and hence uncertain coefficients. Nature draws a latent parameter at time and keeps…