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Functionally Generated Portfolios Under Stochastic Transaction Costs:

Publication: Functionally Generated Portfolios Under Stochastic Transaction Costs: Theory and Empirical Evidence. Published Jul 12, 2025.

arxiv.orgPublished Jul 12, 2025
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Overview

Publication: Functionally Generated Portfolios Under Stochastic Transaction Costs: Theory and Empirical Evidence. Published Jul 12, 2025.

Publication information

Publication title
Functionally Generated Portfolios Under Stochastic Transaction Costs: Theory and Empirical Evidence
Authors
Nader Karimi, Erfan Salavati
Published
Jul 12, 2025
Last publication revision
Jul 12, 2025
Subject areas
q-fin.PM
Publication source
arxiv.org · abs/2507.09196v1 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2507.09196 ↗

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Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
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github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

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Language
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Code license
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foundation-modeltime-seriesresearch-lab
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