Portfolio Optimization Under Recursive Utility via Reinforcement Learning

By Minkey Chang

Published 2026-03-24

Everscope rating

1610.5

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Recursive Utility Actor-Critic RL. Problem types: Portfolio Optimization, Reinforcement Learning, Risk Management, Optimization.

arXiv:2603.22880 · Paper rankings

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