Reinforcement learning about asset variability and correlation in repeated portfolio decisions
Sebastian Olschewski, Linan Diao, Jörg Rieskamp
| Year of publication: |
2021
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|---|---|
| Authors: | Olschewski, Sebastian ; Diao, Linan ; Rieskamp, Jörg |
| Published in: |
Journal of behavioral and experimental finance. - Amsterdam : Elsevier, ISSN 2214-6350, ZDB-ID 3068041-4. - Vol. 32.2021, p. 1-15
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| Subject: | Reinforcement learning | Portfolio allocation | Correlation | Decision from experience | Retirement savings | Portfolio-Management | Portfolio selection | Lernprozess | Learning process | Korrelation | Theorie | Theory | Lernen | Learning | Sparen | Savings | Altersvorsorge | Retirement provision | Anlageverhalten | Behavioural finance | Entscheidung unter Risiko | Decision under risk | Experiment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbef.2021.100559 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013337738