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On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal Investment Strategies.

Pieter M. van StadenDuy-Minh DangPeter A. Forsyth
Published in: SIAM J. Financial Math. (2021)
Keyphrases
  • investment strategies
  • stock market
  • stock exchange
  • stock price
  • financial markets
  • neural network
  • rebalanced portfolio
  • dynamic programming
  • investment decisions
  • machine learning