Strategic asset allocation and market timing: a reinforcement learning approach (Q2642598): Difference between revisions
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Property / cites work: Strategic asset allocation / rank | |||
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Property / cites work: Strategic asset allocation in a continuous-time VAR model / rank | |||
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Property / cites work: Consumption and Portfolio Decisions when Expected Returns are Time Varying / rank | |||
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Property / cites work: Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution / rank | |||
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Latest revision as of 12:35, 26 June 2024
scientific article
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English | Strategic asset allocation and market timing: a reinforcement learning approach |
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Strategic asset allocation and market timing: a reinforcement learning approach (English)
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17 August 2007
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Dynamic asset allocation
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Bond/equity ratio
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Reinforcement Learning
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