@article{riskawaretradingportfoliooptimization,
  title = {Risk-aware Trading Portfolio Optimization},
  author = {Marco Bianchetti and Gabriele D'Acunto and Gianmarco De Francisci Morales and Yuko Kuroki and Marco Scaringi and Fabio Vitale},
  year = {2025},
  eprint = {2503.04662},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2503.04662v1},
}