...Worrawat Saijai; Kansuda Pankwaen Purpose This study applies deep reinforcement learning (DRL) to multi-asset portfolio optimization in the Vietnamese stock market, aiming to evaluate the performance and stability of different DRL algorithms under emerging market conditions. Design/methodology...

... efficiency and minimizes risk-taking thereby exerting positive effect on bank performance. The study adopts Equation (1) , a panel-vector autoregressive (panel-VAR) model to examine the relationship among competition, performance, risk-taking and diversification of frontier and emerging markets banks...