Robo-advising : learning investors' risk preferences via portfolio choices
Humoud Alsabah, Agostino Capponi, Octavio Ruiz Lacedelli and Matt Stern
| Year of publication: |
2021
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|---|---|
| Authors: | Alsabah, Humoud ; Capponi, Agostino ; Lacedelli, Octavio Ruiz ; Stern, Matt |
| Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 19.2021, 2, p. 369-392
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| Subject: | robo-advising | reinforcement learning | portfolio selection | probably approximately correct-Markov decision processes (PAC-MDP) | Portfolio-Management | Portfolio selection | Risikopräferenz | Risk attitude | Lernprozess | Learning process | Lernen | Learning | Anlageverhalten | Behavioural finance | Entscheidungstheorie | Decision theory | Entscheidung unter Risiko | Decision under risk | Entscheidung unter Unsicherheit | Decision under uncertainty | Entscheidung | Decision |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbz040 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012620056