When Markowitz Meets Machine: Optimization of Large Portfolios with High-Dimensional Stock Characteristics

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Haifeng You, Fa Zhang
DOI: 10.2139/ssrn.5992294
Cited by: 0

Fields of Study & Subjects

Stock Market Forecasting Methods Advanced Bandit Algorithms Research Risk and Portfolio Optimization

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Document type
Preprint