Quant Letter: June 2025, Week-4
Weekly (97th Edition)
ArXiv
Finance
Neural Generated Portfolios: The paper proposes a new neural-network-based method for learning the generating function of a functionally generated portfolio from market data, offering a strong alternative to traditional portfolio optimization. (2025-06-24, shares: 3)
Dependence Measures for Portfolios: The paper introduces a new method, NAbC,…
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