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most citedRisk-Adjusted Performance of Random Forest Models in High-Frequency Trading

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econ.EM2025

Advancing Portfolio Optimization: Adaptive Minimum-Variance Portfolios and Minimum Risk Rate Frameworks

Ayush Jha, Abootaleb Shirvani, Ali Jaffri +2

This study presents the Adaptive Minimum-Variance Portfolio (AMVP) framework and the Adaptive Minimum-Risk Rate (AMRR) metric, innovative tools designed to optimize portfolios dyna…