"Optimal dynamic fixed-mix portfolios based on reinforcement learning with ..."

Giorgio Consigli, Alvaro Almeida Gomez, Jorge P. Zubelli (2024)

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DOI: 10.1016/J.ENGAPPAI.2024.108599

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type: Journal Article

metadata version: 2024-08-02

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Giorgio Consigli, Alvaro Almeida Gomez, Jorge P. Zubelli:
Optimal dynamic fixed-mix portfolios based on reinforcement learning with second order stochastic dominance. Eng. Appl. Artif. Intell. 133: 108599 (2024)

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