Work

Portfolio Risk Bounds without Cross-asset Return Covariances: Distributional Fields from Language-model Representations

Year: 2026

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.7402481

Authors: Marcus Gawronsky, Chun-Sung Huang

Institution: University of Cape Town

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W7204879912

Cites: 4

Cited by: 2

Related to: 10