Deep Reinforcement Learning for ESG financial portfolio management
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References listed on IDEAS
- Mark Rubinstein, 2002. "Markowitz's “Portfolio Selection”: A Fifty‐Year Retrospective," Journal of Finance, American Finance Association, vol. 57(3), pages 1041-1045, June.
- Florian Berg & Julian F Kölbel & Roberto Rigobon, 2022. "Aggregate Confusion: The Divergence of ESG Ratings [Corporate social responsibility and firm risk: theory and empirical evidence]," Review of Finance, European Finance Association, vol. 26(6), pages 1315-1344.
- Lars Kaiser & Jan Welters, 2019. "Risk-mitigating effect of ESG on momentum portfolios," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 20(5), pages 542-555, October.
- Shuo Sun & Rundong Wang & Bo An, 2021. "Reinforcement Learning for Quantitative Trading," Papers 2109.13851, arXiv.org.
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This paper has been announced in the following NEP Reports:- NEP-BIG-2023-09-04 (Big Data)
- NEP-CMP-2023-09-04 (Computational Economics)
- NEP-ENV-2023-09-04 (Environmental Economics)
- NEP-FMK-2023-09-04 (Financial Markets)
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