Reinforcement learning about asset variability and correlation in repeated portfolio decisions
Year of publication: |
2021
|
---|---|
Authors: | Olschewski, Sebastian ; Diao, Linan ; Rieskamp, Jörg |
Published in: |
Journal of behavioral and experimental finance. - Amsterdam : Elsevier, ISSN 2214-6350, ZDB-ID 3068041-4. - Vol. 32.2021, p. 1-15
|
Subject: | Reinforcement learning | Portfolio allocation | Correlation | Decision from experience | Retirement savings | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Lernprozess | Learning process | Theorie | Theory | Sparen | Savings | Altersvorsorge | Retirement provision |
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