A study of the dynamic portfolio adjustment model based on the Markov decision process

Data publikacji: 27 lut 2025

Otrzymano: 20 wrz 2024

Przyjęty: 21 sty 2025

DOI: https://doi.org/10.2478/amns-2025-0117

Słowa kluczowe

Markov decision process, State transfer matrix, Transfer probability, Asset weights, Investment portfolio;

© 2025 Jiazhuo Wang et al., published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.