---
title: Reinforcement Machine Learning for Portfolio Optimization
url: https://www.ml-quant.com/papers/repec/wsi-wschap-9781800615212-0010/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:wsi:wschap:9781800615212_0010
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.worldscientific.com%2Fdoi%2Fpdf%2F10.1142%2F9781800615212_0010%3Bh%3Drepec%3Awsi%3Awschap%3A9781800615212_0010
featured: 2024-09-18
citations: unknown
topic: Portfolio & Allocation
---


# Reinforcement Machine Learning for Portfolio Optimization

The chapter discusses the application of reinforcement machine learning and quadratic optimization in determining risk limits and investment portfolios, especially during the 2007-2009 financial crisis.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.worldscientific.com%2Fdoi%2Fpdf%2F10.1142%2F9781800615212_0010%3Bh%3Drepec%3Awsi%3Awschap%3A9781800615212_0010
- Identifier: RePEc:wsi:wschap:9781800615212_0010
- Released: 2024-09-18
- First featured: Quant Letter No. 66 (2024-09-18): https://www.ml-quant.com/issues/2024-09-18/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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