@article{amixturetransitiondistributionapproachto,
  title = {A mixture transition distribution approach to portfolio optimization},
  author = {Riccardo De Blasis and Luca Galati and Filippo Petroni},
  year = {2025},
  eprint = {2501.04646},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2501.04646v2},
}