PortBench: A Correlation-Aware, Full-Pipeline Benchmark for LLM-Driven Portfolio Management 事件

PortBench: A Correlation-Aware, Full-Pipeline Benchmark for LLM-Driven Portfolio Management arXiv:2605.27887v1 Announce Type: new Abstract: LLMs have shown strong performance across diverse financial tasks, yet portfolio management (PM), a critical financial decision-making task, remains poorly benchmarked. Existing benchmarks exhibit two main gaps: they ignore cross-asset correlation structures, thereby failing to distinguish genuinely diversified portfolios from concentrated ones, and fail to