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Document type:
Masterarbeit
Author(s):
Reinhard, Maximilian Leon
Title:
Solving the Merton Portfolio Problem with Deep Reinforcement Learning
Advisor:
Georgia Nouli
Referee:
Prof. Dr. Maximilian Schiffer
Year:
2024
University:
Technische Unversität München
Faculty:
TUM School of Management
TUM Institution:
Professorship of Business Analytics & Intelligent Systems
Commencing Date:
01.05.2024
Presentation date:
01.11.2024
Status:
Abgeschlossen
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