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most citedPortfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models

2 citations · 2 across the 6 of their papers we have counts for

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cs.AI2025

SAMP-HDRL: Segmented Allocation with Momentum-Adjusted Utility for Multi-agent Portfolio Management via Hierarchical Deep Reinforcement Learning

Xiaotian Ren, Nuerxiati Abudurexiti, Zhengyong Jiang +3

Portfolio optimization in non-stationary markets is challenging due to regime shifts, dynamic correlations, and the limited interpretability of deep reinforcement learning (DRL) po…