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Expected Utility Regret Rule: Minimax and Bayes Optimal Portfolio Choice

arXiv:2610.02290v1 Announce Type: cross Abstract: This study considers the problem of portfolio choice, where we recommend a portfolio to an investor to maximize the expected utility of their wealth. Our goal is to construct an asymptotically optimal portfolio choice rule in terms of expected utili…

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  1. 2026-10-05 04:00 · arXiv stat.ML
    Expected Utility Regret Rule: Minimax and Bayes Optimal Portfolio Choice

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