"On Optimal Tracking Portfolio in Incomplete Markets: The Reinforcement ..."

Lijun Bo, Yijie Huang, Xiang Yu (2025)

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DOI: 10.1137/23M1620892

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type: Journal Article

metadata version: 2025-02-12

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Lijun Bo, Yijie Huang, Xiang Yu:
On Optimal Tracking Portfolio in Incomplete Markets: The Reinforcement Learning Approach. SIAM J. Control. Optim. 63(1): 321-348 (2025)

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