Strategic asset allocation and market timing : a reinforcement learning approach
Year of publication: |
2007
|
---|---|
Authors: | Hens, Thorsten ; Wöhrmann, Peter |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 29.2007, 3/4, p. 369-381
|
Subject: | Portfolio-Management | Portfolio selection | Lernprozess | Learning process | USA | United States | Großbritannien | United Kingdom | Deutschland | Germany | Japan | 1988-2005 |
-
Dynamic linkage between international bond markets
Ciner, Cetin, (2007)
-
Kawashima, Yasuko, (1997)
-
Learning and heterogeneity in GDP and inflation forecasts
Lahiri, Kajal, (2010)
- More ...
-
Dynamic general equilibrium and T-period fund separation
Gerber, Anke, (2010)
-
Dynamic general equilibrium and T-period fund separation
Gerber, Anke, (2005)
-
Risk aversion in the large and in the small
Haug, Jørn, (2011)
- More ...