Deep Reinforcement Learning Approach for Portfolio Management Applications with a Multivariate Reward Function

Additional Metadata
Keywords	Deep Reinforcement Learning; multivariate reward function; volatility; hedging; ESG; machine learning
Thesis Advisor	Dijk, DJC van
Persistent URL	hdl.handle.net/2105/72950
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Eijgenraam, E.A. (2024, July 12). Deep Reinforcement Learning Approach for Portfolio Management Applications with a Multivariate Reward Function. Econometrie. Retrieved from http://hdl.handle.net/2105/72950

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