Portfolio Allocation on 2D coupled VG-jump model preliminary benchmark (test)
62.5Allocation Weight
Merton (corr.)
Updated 1d ago
Evaluation Results
| Method | Links | ||
|---|---|---|---|
2026.05 | 62.5 | - | |
2026.05 | 52.7 | - | |
2026.05 | 50 | - | |
2026.05 | 50 | - | |
2026.05 | 39.4 | - | |
2026.05 | 34.8 | 34.1 | |
2026.05 | 25.8 | 58.7 | |
2026.05 | 0 | - |