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Author

Seungwon Jeong

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Preprint Aug 2026

Self-Consistent Adjoint Policy Iteration for Constrained Dynamic Portfolio Choice

In the high-precision $50$--$50$ occupancy/broad-anchor design of a three-factor, fifty-asset benchmark, current-policy re-evaluation outperforms matched pooled refinement under the on-policy and broad evaluation laws.

Jeonggyu Huh, Yeoneung Kim, Seungwon Jeong · 0 citations

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