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Manuel Parra-Diaz

1 paper hereh-index 11 citations1 works total

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  • first author1

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  • q-fin.PM1

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1 paper

q-fin.PM2025

Deep Declarative Risk Budgeting Portfolios

Manuel Parra-Diaz, Carlos Castro-Iragorri

Recent advances in deep learning have spurred the development of end-to-end frameworks for portfolio optimization that utilize implicit layers. However, many such implementations a…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.