Return Prediction for Mean-Variance Portfolio Selection: How Decision-Focused Learning Shapes Forecasting Models - Junhyeong Lee, Haeun Jeon, Hyunglip Bae, Yongjae Lee

Return Prediction for Mean-Variance Portfolio Selection: How Decision-Focused Learning Shapes Forecasting Models - Junhyeong Lee, Haeun Jeon, Hyunglip Bae, Yongjae Lee | Arena