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"Optimal dynamic fixed-mix portfolios based on reinforcement learning with ..."
Giorgio Consigli, Alvaro Almeida Gomez, Jorge P. Zubelli (2024)
- 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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