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News/Expected Utility Regret Rule: Minimax and Bayes Optimal Portfolio Choice
arxiv
PublishedOctober 5, 2026 at 4:00 AM

Expected Utility Regret Rule: Minimax and Bayes Optimal Portfolio Choice

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arXiv:2610.02290v1 Announce Type: cross Abstract: This study considers the problem of portfolio choice, where we recommend a portfolio to an investor to maximize the expected utility of their wealth. Our goal is to construct an asymptotically optimal portfolio choice rule in terms of expected utilit

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