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Data-Driven Merton's Strategies via Policy Randomization

Fuente: arXiv

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Bibliographic Details
Main Authors:	Dai, Min, Dong, Yuchao, Jia, Yanwei, Zhou, Xun Yu
Format:	Preprint
Published:	2023
Subjects:	Portfolio Management Machine Learning Computational Finance
Online Access:	Acceder al recurso
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