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 101–110 of 428 papers

TitleStatusHype
Set risk measures—0
Fine-Tuning Large Language Models for Stock Return Prediction Using Newsflow—0
Hopfield Networks for Asset Allocation—0
Large-scale Time-Varying Portfolio Optimisation using Graph Attention Networks—0
Temporal Representation Learning for Stock Similarities and Its Applications in Investment Management—0
Regularizing stock return covariance matrices via multiple testing of correlationsCode0
Application of Black-Litterman Bayesian in Statistical Arbitrage—0
Robust portfolio optimization for recommender systems considering uncertainty of estimated statistics—0
Contextual Optimization under Covariate Shift: A Robust Approach by Intersecting Wasserstein Balls—0
Portfolio Optimization with Robust Covariance and Conditional Value-at-Risk Constraints—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified