RACORN-K: Risk-Aversion Pattern Matching-based Portfolio Selection
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CMP-2018-03-26 (Computational Economics)
- NEP-RMG-2018-03-26 (Risk Management)
- NEP-UPT-2018-03-26 (Utility Models & Prospect Theory)
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