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Junhyeong Lee, Haeun Jeon, Hyunglip Bae, Yongjae Lee · 2025 · arXiv 8292.377042

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Decision-Induced Ranking Explains Prediction Inflation and Excessive Turnover in SPO-Based Portfolio Optimization

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Decision-Induced Ranking Explains Prediction Inflation and Excessive Turnover in SPO-Based Portfolio Optimization q-fin.PM · 2026-05-02 · unreviewed · ref 11 · 2 links

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