Continuous‐time mean–variance portfolio selection: A reinforcement learning framework (Q5855957): Difference between revisions
From MaRDI portal
Set profile property. |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 06:46, 7 March 2024
scientific article; zbMATH DE number 7326784
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous‐time mean–variance portfolio selection: A reinforcement learning framework |
scientific article; zbMATH DE number 7326784 |
Statements
Continuous‐time mean–variance portfolio selection: A reinforcement learning framework (English)
0 references
23 March 2021
0 references
empirical study
0 references
entropy regularization
0 references
Gaussian distribution
0 references
mean-variance portfolio selection
0 references
policy improvement
0 references
reinforcement learning
0 references
simulation
0 references
stochastic control
0 references
theorem
0 references
value function
0 references
