"Continuous-Time Mean-Variance Portfolio Optimization via Reinforcement ..."

Haoran Wang, Xun Yu Zhou (2019)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2019-05-02

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1904-11392
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-1904-11392
Haoran Wang, Xun Yu Zhou:
Continuous-Time Mean-Variance Portfolio Optimization via Reinforcement Learning. CoRR abs/1904.11392 (2019)

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