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Quantitative Finance Volume 24, 2024 - Issue 3-4

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A modified CTGAN-plus-features-based method for optimal asset allocation

José-Manuel Peña† Fintual Administradora General de Fondos S.A. Santiago, Chile, Fintual, Inc.

https://orcid.org/0009-0007-0889-2276

Fernando Suárez† Fintual Administradora General de Fondos S.A. Santiago, Chile, Fintual, Inc.

https://orcid.org/0009-0002-8175-8261

Omar Larré† Fintual Administradora General de Fondos S.A. Santiago, Chile, Fintual, Inc.

https://orcid.org/0009-0003-2181-226X

Domingo Ramírez† Fintual Administradora General de Fondos S.A. Santiago, Chile, Fintual, Inc.Correspondence[email protected]

https://orcid.org/0000-0003-0743-5667

Arturo Cifuentes‡ Clapes UC, Pontificia Universidad Católica de Chile, Santiago, Chile

Pages 465-479 | Received 15 Feb 2023, Accepted 22 Feb 2024, Published online: 08 Apr 2024

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https://doi.org/10.1080/14697688.2024.2329194
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