@article{estimatingcovarianceforglobalminimumvari, title = {Estimating Covariance for Global Minimum Variance Portfolio: A Decision-Focused Learning Approach}, author = {Juchan Kim and Inwoo Tae and Yongjae Lee}, year = {2025}, eprint = {2508.10776}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2508.10776}, }