Continuous‐time mean–variance portfolio selection : A reinforcement learning framework
| Year of publication: |
2020
|
|---|---|
| Authors: | Wang, Haoran ; Zhou, Xun Yu |
| Published in: |
Mathematical Finance. - Wiley, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 30.2020, 4 (23.06.), p. 1273-1308
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/mafi.12281 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012283208