Quantile preferences in portfolio choice : a Q-DRL approach to dynamic diversification
Year of publication: |
[2024]
|
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Authors: | Sarkany, Attila ; Janásek, Lukáš ; Baruník, Jozef |
Publisher: |
Prague : Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague |
Subject: | Portfolio Management | Quantile Deep Reinforcement Learning | Factorinvesting | Deep-Learning | Advantage-Actor-Critic | Theorie | Theory | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (circa 34 Seiten) Illustrationen |
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Series: | IES working paper. - Praha : [Verlag nicht ermittelbar], ZDB-ID 2408568-6. - Vol. 2024, 21 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/300178 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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