Deep parametric portfolio policies
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More about this item
Keywords
Portfolio Choice; Machine Learning; Expected Utility;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2023-05-22 (Big Data)
- NEP-CMP-2023-05-22 (Computational Economics)
- NEP-FMK-2023-05-22 (Financial Markets)
- NEP-UPT-2023-05-22 (Utility Models and Prospect Theory)
Statistics
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