Dynamic Asset Allocation using RL
A reinforcement learning model for asset allocation surpasses both Modern Portfolio Theory and an equally-weighted portfolio in terms of total return and Sharpe ratio.
Featured in No. 89 on 20 Mar 2025 ·
- Released
- 3 Jan 2025
- First featured
- No. 89 · 20 Mar 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 5185432
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