SOTAVerified

Portfolio Optimization

Portfolio management is the task of obtaining higher excess returns through the flexible allocation of asset weights. In reality, common examples are stock selection and the Enhanced Index Fund (EIF). The general solution of portfolio management is to score the potential of assets, buy assets with upside potential and increase their weighting, and sell assets that are likely to fall or are relatively weak. A large number of strategies have been proposed for portfolio management.

Papers

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Showing 91–100 of 428 papers

TitleStatusHype
Autoregressive Policy Optimization for Constrained Allocation TasksCode0
A Krasnoselskii-Mann Proximity Algorithm for Markowitz Portfolios with Adaptive Expected Return Level—0
Anatomy of Machines for Markowitz: Decision-Focused Learning for Mean-Variance Portfolio Optimization—0
High-Frequency Options Trading | With Portfolio Optimization—0
On Accelerating Large-Scale Robust Portfolio Optimization—0
A new approach to the theory of optimal income tax—0
SETN: Stock Embedding Enhanced with Textual and Network Information—0
NeuralFactors: A Novel Factor Learning Approach to Generative Modeling of Equities—0
Generative model for financial time series trained with MMD using a signature kernelCode0
Risk management in multi-objective portfolio optimization under uncertainty—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified