@article{largescalecontinuoustimemeanvariance,
  title = {Large scale continuous-time mean-variance portfolio allocation via reinforcement learning},
  author = {Haoran Wang},
  year = {2019},
  eprint = {1907.11718},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1907.11718v2},
}