"Learning Time Varying Risk Preferences from Investment Portfolios using ..."

Shi Yu, Yuxin Chen, Chaosheng Dong (2020)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2020-10-13

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2010-01687
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  - https://dblp.org/rec/journals/corr/abs-2010-01687
Shi Yu, Yuxin Chen, Chaosheng Dong:
Learning Time Varying Risk Preferences from Investment Portfolios using Inverse Optimization with Applications on Mutual Funds. CoRR abs/2010.01687 (2020)

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