13 citations · 19 across the 28 of their papers we have counts for
7 papers · 1 filter
Portfolio Choice with Competing Precautionary and Accumulation Goals
Steven Campbell, Agostino Capponi, Ananya Parashar
We study optimal portfolio choice for a household simultaneously managing a random-deadline goal, such as a medical emergency or job loss, and a fixed-deadline goal such as retirem…
Designing Agentic AI-Based Screening for Portfolio Investment
Mehmet Caner, Agostino Capponi, Nathan Sun +1
We introduce a new agentic artificial intelligence (AI) platform for portfolio management. Our architecture consists of three layers. First, two large language model (LLM) agents a…
Power Forward Performance in Semimartingale Markets with Stochastic Integrated Factors
Lijun Bo, Agostino Capponi, Chao Zhou
We study the forward investment performance process (FIPP) in an incomplete semimartingale market model with closed and convex portfolio constraints, when the investor's risk prefe…
Risk Preferences and Efficiency of Household Portfolios
Agostino Capponi, Zhaoyu Zhang
We propose a novel approach to infer investors' risk preferences from their portfolio choices, and then use the implied risk preferences to measure the efficiency of investment por…
Robo-advising: Learning Investors' Risk Preferences via Portfolio Choices
Humoud Alsabah, Agostino Capponi, Octavio Ruiz Lacedelli +1
We introduce a reinforcement learning framework for retail robo-advising. The robo-advisor does not know the investor's risk preference, but learns it over time by observing her po…
Personalized Robo-Advising: Enhancing Investment through Client Interaction
Agostino Capponi, Sveinn Olafsson, Thaleia Zariphopoulou
Automated investment managers, or robo-advisors, have emerged as an alternative to traditional financial advisors. The viability of robo-advisors crucially depends on their ability…