Risk averse asset allocation in a context of climate change with reinforcement learning and hidden Markov models

@article{etienne2026,
  title        = {{Risk averse asset allocation in a context of climate change with reinforcement learning and hidden Markov models}},
  author       = {Etienne Raynal & Stéphane Loisel},
  journal      = {Annals of Finance},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.1007/s10436-026-00476-1},
}

TY  - JOUR
TI  - Risk averse asset allocation in a context of climate change with reinforcement learning and hidden Markov models
AU  - Raynal, Etienne
AU  - Loisel, Stéphane
JO  - Annals of Finance
PY  - 2026
ER  -

Etienne Raynal & Stéphane Loisel (2026). Risk averse asset allocation in a context of climate change with reinforcement learning and hidden Markov models. *Annals of Finance*. https://doi.org/https://doi.org/10.1007/s10436-026-00476-1

Etienne Raynal & Stéphane Loisel. "Risk averse asset allocation in a context of climate change with reinforcement learning and hidden Markov models." *Annals of Finance* (2026). https://doi.org/https://doi.org/10.1007/s10436-026-00476-1.

Risk averse asset allocation in a context of climate change with reinforcement learning and hidden Markov models
Etienne Raynal & Stéphane Loisel · Annals of Finance · 2026
https://doi.org/https://doi.org/10.1007/s10436-026-00476-1