Strategic asset allocation and market timing: a reinforcement learning approach
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DOI: 10.1007/s10614-006-9064-0
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Cited by:
- Jin-Ray Lu & Chih-Ming Chan & Wen-Shen Li, 2011. "Portfolio Selections with Innate Learning Ability," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 10(3), pages 201-217, December.
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Dynamic asset allocation; Bond/equity ratio; Reinforcement Learning;All these keywords.
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