Portfolio allocation with dynamic risk preferences via reinforcement learning
Ting-Fu Chen, Xian-Ji Kuang, Szu-Lang Liao, Shih-Kuei Lin
| Year of publication: |
2024
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|---|---|
| Authors: | Chen, Ting-Fu ; Kuang, Xian-Ji ; Liao, Szu-Lang ; Lin, Shih-kuei |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 64.2024, 4, p. 2033-2052
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| Subject: | Mean-variance portfolio | Reinforcement learning | Reward function | Risk preference | Portfolio-Management | Portfolio selection | Risikopräferenz | Risk attitude | Theorie | Theory | Lernprozess | Learning process | Lernen | Learning | Erwartungsnutzen | Expected utility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-023-10509-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015143990