Strategic asset allocation and market timing: a reinforcement learning approach (Q2642598)
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scientific article; zbMATH DE number 5179985
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| default for all languages | No label defined |
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| English | Strategic asset allocation and market timing: a reinforcement learning approach |
scientific article; zbMATH DE number 5179985 |
Statements
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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0.7734573483467102
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0.751168429851532
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0.7350887656211853
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0.7229918241500854
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0.7193092107772827
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