Some searches may not work properly. We apologize for the inconvenience.
My bibliography Save this paperEmbracing advanced AI/ML to help investors achieve success: Vanguard Reinforcement Learning for Financial Goal Planning
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Merton, Robert C., 1971.
"Optimum consumption and portfolio rules in a continuous-time model,"
Journal of Economic Theory, Elsevier, vol. 3(4), pages 373-413, December.
- R. C. Merton, 1970. "Optimum Consumption and Portfolio Rules in a Continuous-time Model," Working papers 58, Massachusetts Institute of Technology (MIT), Department of Economics.
- Merton, Robert C, 1969. "Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case," The Review of Economics and Statistics, MIT Press, vol. 51(3), pages 247-257, August.
- Das, Sanjiv & Markowitz, Harry & Scheid, Jonathan & Statman, Meir, 2010. "Portfolio Optimization with Mental Accounts," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(2), pages 311-334, April.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Jiang, Chonghui & Ma, Yongkai & An, Yunbi, 2013. "International portfolio selection with exchange rate risk: A behavioural portfolio theory perspective," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 648-659.
- Das, Sanjiv R. & Ostrov, Daniel & Radhakrishnan, Anand & Srivastav, Deep, 2022. "Dynamic optimization for multi-goals wealth management," Journal of Banking & Finance, Elsevier, vol. 140(C).
- Chen, Shun & Ge, Lei, 2021. "A learning-based strategy for portfolio selection," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 936-942.
- Xu Guo & Raymond H. Chan & Wing-Keung Wong & Lixing Zhu, 2019. "Mean–variance, mean–VaR, and mean–CVaR models for portfolio selection with background risk," Risk Management, Palgrave Macmillan, vol. 21(2), pages 73-98, June.
- Xu, Guo & Wing-Keung, Wong & Lixing, Zhu, 2013. "Comparisons and Characterizations of the Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection With Background Risk," MPRA Paper 51827, University Library of Munich, Germany.
- Sanjiv R. Das & Daniel Ostrov & Anand Radhakrishnan & Deep Srivastav, 2020. "Dynamic portfolio allocation in goals-based wealth management," Computational Management Science, Springer, vol. 17(4), pages 613-640, December.
- Auffret, Philippe, 2001. "An alternative unifying measure of welfare gains from risk-sharing," Policy Research Working Paper Series 2676, The World Bank.
- Chen, An & Hieber, Peter & Sureth, Caren, 2022. "Pay for tax certainty? Advance tax rulings for risky investment under multi-dimensional tax uncertainty," arqus Discussion Papers in Quantitative Tax Research 273, arqus - Arbeitskreis Quantitative Steuerlehre.
- Andreas Fagereng & Luigi Guiso & Davide Malacrino & Luigi Pistaferri, 2020.
"Heterogeneity and Persistence in Returns to Wealth,"
Econometrica, Econometric Society, vol. 88(1), pages 115-170, January.
- Andreas Fagereng & Luigi Guiso & Davide Malacrino & Luigi Pistaferri, 2016. "Heterogeneity and Persistence in Returns to Wealth," EIEF Working Papers Series 1615, Einaudi Institute for Economics and Finance (EIEF), revised Nov 2016.
- Andreas Fagereng & Luigi Guiso & Luigi Pistaferri & Davide Malacrino, 2019. "Heterogeneity and persistence in returns to wealth," Discussion Papers 912, Statistics Norway, Research Department.
- Andreas Fagereng & Luigi Guiso & Mr. Davide Malacrino & Luigi Pistaferri, 2018. "Heterogeneity and Persistence in Returns to Wealth," IMF Working Papers 2018/171, International Monetary Fund.
- Andreas Fagereng & Luigi Guiso & Davide Malacrino & Luigi Pistaferri, 2018. "Heterogeneity and Persistence in Returns to Wealth," CESifo Working Paper Series 7107, CESifo.
- Guiso, Luigi & Pistaferri, Luigi & Fagereng, Andreas & Malacrino, Davide, 2016. "Heterogeneity and Persistence in Returns to Wealth," CEPR Discussion Papers 11635, C.E.P.R. Discussion Papers.
- Andreas Fagereng & Luigi Guiso & Davide Malacrino & Luigi Pistaferri, 2016. "Heterogeneity and Persistence in Returns to Wealth," NBER Working Papers 22822, National Bureau of Economic Research, Inc.
- John H. Cochrane, 1999.
"New facts in finance,"
Economic Perspectives, Federal Reserve Bank of Chicago, vol. 23(Q III), pages 36-58.
- John H. Cochrane, 1999. "New Facts in Finance," CRSP working papers 490, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- John H. Cochrane, 1999. "New Facts in Finance," NBER Working Papers 7169, National Bureau of Economic Research, Inc.
- John Y. Campbell & Luis M. Viceira & Joshua S. White, 2003.
"Foreign Currency for Long-Term Investors,"
Economic Journal, Royal Economic Society, vol. 113(486), pages 1-25, March.
- John Y. Campbell & Luis M. Viceira & Joshua S. White, 2002. "Foreign Currency for Long-Term Investors," NBER Working Papers 9075, National Bureau of Economic Research, Inc.
- Campbell, John Y & Viceira, Luis & White, Josh S., 2002. "Foreign Currency for Long-Term Investors," CEPR Discussion Papers 3463, C.E.P.R. Discussion Papers.
- Viceira, Luis & Campbell, John & White, Joshua, 2003. "Foreign Currency for Long-Term Investors," Scholarly Articles 3128708, Harvard University Department of Economics.
- Stephen Satchell & Susan Thorp, 2007.
"Scenario Analysis with Recursive Utility: Dynamic Consumption Plans for Charitable Endowments,"
Research Paper Series
209, Quantitative Finance Research Centre, University of Technology, Sydney.
- Stephen Satchell & Susan Thorp, 2008. "Scenario Analysis With Recursive Utility: Dynamic Consumption Plans For Charitable Endowments," CAMA Working Papers 2008-03, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hong‐Chih Huang, 2010. "Optimal Multiperiod Asset Allocation: Matching Assets to Liabilities in a Discrete Model," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 77(2), pages 451-472, June.
- Orszag, J. Michael & Yang, Hong, 1995. "Portfolio choice with Knightian uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 19(5-7), pages 873-900.
- Bjork, Tomas, 2009. "Arbitrage Theory in Continuous Time," OUP Catalogue, Oxford University Press, edition 3, number 9780199574742, Decembrie.
- E. Nasakkala & J. Keppo, 2008. "Hydropower with Financial Information," Applied Mathematical Finance, Taylor & Francis Journals, vol. 15(5-6), pages 503-529.
- Letendre, Marc-Andre & Smith, Gregor W., 2001.
"Precautionary saving and portfolio allocation: DP by GMM,"
Journal of Monetary Economics, Elsevier, vol. 48(1), pages 197-215, August.
- Marc-Andre Letendre & Gregor W. Smith, 2000. "Precautionary Saving And Portfolio Allocation: Dp By Gmm," Working Paper 1247, Economics Department, Queen's University.
- Jan Kallsen & Johannes Muhle-Karbe, 2013. "The General Structure of Optimal Investment and Consumption with Small Transaction Costs," Papers 1303.3148, arXiv.org, revised May 2015.
- Jorge Braga de Macedo & Jeffrey Goldstein & David Meerschwam, 1984.
"International Portfolio Diversification: Short-Term Financial Assets and Gold,"
NBER Chapters, in: Exchange Rate Theory and Practice, pages 199-238,
National Bureau of Economic Research, Inc.
- Jorge Braga de Macedo & Jeffrey A. Goldstein & David M. Meerschwam, 1982. "International Portfolio Diversification: Short-Term Financial Assets and Gold," NBER Working Papers 0960, National Bureau of Economic Research, Inc.
- Pliska, Stanley R. & Ye, Jinchun, 2007. "Optimal life insurance purchase and consumption/investment under uncertain lifetime," Journal of Banking & Finance, Elsevier, vol. 31(5), pages 1307-1319, May.
More about this item
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2021-11-01 (Big Data)
- NEP-CMP-2021-11-01 (Computational Economics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers:2110.12003. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: http://arxiv.org/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.