---
title: Dynamic Asset Allocation using RL
url: https://www.ml-quant.com/papers/ssrn/5185432/
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: SSRN 5185432
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5185432
featured: 2025-03-20
citations: unknown
topic: Portfolio & Allocation
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5185432
- Identifier: SSRN 5185432
- Released: 2025-01-03
- First featured: Quant Letter No. 89 (2025-03-20): https://www.ml-quant.com/issues/2025-03-20/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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