Matus Lavko

Imperial College London

South Kensington Campus

Exhibition Road

London, Greater London SW7 2AZ

United Kingdom

Utrecht University

Vredenburg 138

Utrecht, 3511 BG

Netherlands

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Reinforcement Learning and Portfolio Allocation: Challenging Traditional Allocation Methods

Queen’s Management School Working Paper 2023/01

Number of pages: 48 Posted: 09 Feb 2023 Last Revised: 13 Apr 2023

Matus Lavko, Tony Klein and Thomas Walther

Imperial College London, Chemnitz University of Technology (CUT) - Department of Economics and Utrecht University - School of Economics

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