Continuous-time mean-variance portfolio selection integrating greenwashing effect and stochastic horizon: A reinforcement learning framework

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Bo Shen, Shounian Deng, Weiyin Fei, Di Wu
DOI: 10.2139/ssrn.6211641
Cited by: 0
References: 27

Fields of Study & Subjects

Sustainable Finance and Green Bonds Stochastic processes and financial applications Risk and Portfolio Optimization

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Language
EN
Document type
Preprint