Dirichlet Policies for Reinforced Factor Portfolios-Reference-Cited by-同舟云学术

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Dirichlet Policies for Reinforced Factor Portfolios

Published:2020 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

André Eric,Coqueret Guillaume

Publisher

Elsevier BV

Reference68 articles.

1. Characteristics-based portfolio choice with leverage constraints;M Ammann;Journal of Banking & Finance,2016

2. Value and momentum everywhere;C S Asness;Journal of Finance,2013

3. Benchmarks as limits to arbitrage: Understanding the low-volatility anomaly;M Baker;Financial Analysts Journal,2011

4. An empirical evaluation of accounting income numbers;R Ball;Journal of Accounting Research,1968

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Risk-Aware Reinforcement Learning for Multi-Period Portfolio Selection;Machine Learning and Knowledge Discovery in Databases;2023

2. Supervised portfolios;Quantitative Finance;2022-09-28

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