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Discussion of ‘Deep learning for finance: deep portfolios’ |
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| Authors: | Catherine S Forbes Worapree Maneesoonthorn |
| Affiliation: | 1. Department of Econometrics and Business Statistics, Monash University, Melbourne, Australia;2. Melbourne Business School University of Melbourne, Melbourne, Australia |
| Abstract: | |
| Keywords: | risk‐return tradeoff volatility clustering jumps transaction costs |
