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Deep reinforcement learning is employed to improve the asset allocations of Swiss pension funds.
Wirtschaft
Abgeschlossen
01.12.2022 - 31.01.2026
Forschung
Broda, Simon; De Nard, Gianluca & Walker, Patrick (30.10.2026). Dynamic Asset Allocation with Direct Policy Optimization: Evidence from a US Public-Market Multi-Asset Universe. Journal of Risk and Financial Management, 19(11), 1-40. doi: 10.3390/jrfm19110855
Schliessen
Broda, Simon & Walker, Patrick (2025). Dynamic Asset Allocation with Reinforcement Learning (Bericht).