Portfolio Allocation with Dynamic Risk Preference Via Reinforcement Learning : Evidence from the Taiwan 50 Index
Year of publication: |
[2022]
|
---|---|
Authors: | Liao, Szu-Lang ; Lin, Shih-Kuei ; Kuang, Xian-Ji ; Chen, Tingfu |
Publisher: |
[S.l.] : SSRN |
Subject: | Taiwan | Portfolio-Management | Portfolio selection | Risikopräferenz | Risk attitude | Lernprozess | Learning process |
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