Reinforcement learning and risk preference in equity linked notes markets
Year of publication: |
2021
|
---|---|
Authors: | Song, Reo ; Jang, Sungha ; Wang, Yingdi ; Hanssens, Dominique M. ; Suh, Jaebeom |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 64.2021, p. 224-246
|
Subject: | Equity-linked notes | Financial decisions | Reinforcement learning | Risk preference | Theorie | Theory | Risikopräferenz | Risk attitude | Lernprozess | Learning process | Lernen | Learning |
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