Learning equilibrium mean‐variance strategy

DOI10.1111/mafi.12402MaRDI QIDQ6187369

Min Dai, Yanwei Jia, Yuchao Dong

Publication date: 31 January 2024

Published in: Mathematical Finance (Search for Journal in Brave)

zbMATH Keywords

reinforcement learningasset allocationentropy regularized exploration-exploitationequilibrium mean variance analysis

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Portfolio theory (91G10)

Cites Work

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