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20242026
most citedReturn Prediction for Mean-Variance Portfolio Selection: How Decision-Focused Learning Shapes Forecasting Models

2 citations · 2 across the 7 of their papers we have counts for

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q-fin.PM2025

Estimating Covariance for Global Minimum Variance Portfolio: A Decision-Focused Learning Approach

Juchan Kim, Inwoo Tae, Yongjae Lee

Portfolio optimization constitutes a cornerstone of risk management by quantifying the risk-return trade-off. Since it inherently depends on accurate parameter estimation under con…

cs.LG2025

Decision by Supervised Learning with Deep Ensembles: A Practical Framework for Robust Portfolio Optimization

Juhyeong Kim, Sungyoon Choi, Youngbin Lee +3

We propose Decision by Supervised Learning (DSL), a practical framework for robust portfolio optimization. DSL reframes portfolio construction as a supervised learning problem: mod…