Reinforcement learning and risk preference in equity linked notes markets
Reo Song, Sungha Jang, Yingdi Wang, Dominique M. Hanssens, Jaebeom Suh
| Year of publication: |
2021
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|---|---|
| Authors: | Song, Reo ; Jang, Sungha ; Wang, Yingdi ; Hanssens, Dominique M. ; Suh, Jaebeom |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 64.2021, p. 224-246
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| Subject: | Equity-linked notes | Financial decisions | Reinforcement learning | Risk preference | Risikopräferenz | Risk attitude | Lernprozess | Learning process | Theorie | Theory | Lernen | Learning |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2021.09.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013259491