High-dimensional multi-period portfolio allocation using deep reinforcement learning
Yifu Jiang, Jose Olmo, Majed Atwi
| Year of publication: |
2025
|
|---|---|
| Authors: | Jiang, Yifu ; Olmo, Jose ; Atwi, Majed |
| Subject: | Deep reinforcement learning | High-dimensional portfolios | Multi-period portfolio selection | Portfolio constraints | Risk aversion | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikoaversion |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2025.103996 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015333037