The paper derives an analytic solution for exploratory mean-variance portfolio selection with regime-switching markets and shows an orthogonality-condition learning rule can learn market parameters that temporal-difference learning cannot.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
q-fin.PM 1years
2025 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
Exploratory Mean-Variance Portfolio Optimization with Regime-Switching Market Dynamics
The paper derives an analytic solution for exploratory mean-variance portfolio selection with regime-switching markets and shows an orthogonality-condition learning rule can learn market parameters that temporal-difference learning cannot.