Managing Portfolios Across the Return Distribution

By Jozef Baruník, Attila Sárkány, Lukáš Janásek

Published 2026-06-24

Everscope rating

1650.6

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

4 / 5

About this paper

Methodology: Recursive Quantile Actor-Critic Reinforcement Learning. Problem types: Portfolio Optimization, Risk Management, Reinforcement Learning, Optimization, Time Series Forecasting.

arXiv:2510.19271 · Code · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.