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20232026
most citedExploring Implied Certainty Equivalent Rates in Financial Markets: Empirical Analysis and Application to the Electric Vehicle Industry

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q-fin.PM2026

Rachev-Ratio Portfolio Optimization with TimeGAN Scenarios: Replacement versus Supplementation

Yifan He

This study evaluates the reliability and investment consequences of scenarios from a specified time-series generative adversarial network (TimeGAN) in Rachev-ratio portfolio alloca…