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 251–275 of 428 papers

TitleStatusHype
Portfolio optimization for heavy-tailed assets: Extreme Risk Index vs. Markowitz—0
Portfolio Optimization in a Market with Hidden Gaussian Drift and Randomly Arriving Expert Opinions: Modeling and Theoretical Results—0
Portfolio Optimization in Fractional and Rough Heston Models—0
Portfolio optimization in the case of an exponential utility function and in the presence of an illiquid asset—0
Portfolio Optimization in the Stochastic Portfolio Theory Framework—0
Portfolio Optimization Managing Value at Risk under Heavy Tail Return, using Stochastic Maximum Principle—0
Portfolio Optimization of 40 Stocks Using the DWave Quantum Annealer—0
Portfolio Optimization of 60 Stocks Using Classical and Quantum Algorithms—0
Portfolio Optimization on Multivariate Regime Switching GARCH Model with Normal Tempered Stable Innovation—0
Portfolio Optimization on NIFTY Thematic Sector Stocks Using an LSTM Model—0
Portfolio Optimization on the Dispersion Risk and the Asymmetric Tail Risk—0
Portfolio Optimization Problem with Non-identical Variances of Asset Returns using Statistical Mechanical Informatics—0
Portfolio Optimization Rules beyond the Mean-Variance Approach—0
Portfolio Optimization under Fast Mean-reverting and Rough Fractional Stochastic Environment—0
Portfolio Optimization under Local-Stochastic Volatility: Coefficient Taylor Series Approximations & Implied Sharpe Ratio—0
Portfolio Optimization under Shortfall Risk Constraint—0
Portfolio Optimization under Transaction Costs with Recursive Preferences—0
Portfolio Optimization Using a Consistent Vector-Based MSE Estimation Approach—0
Portfolio optimization using local linear regression ensembles in RapidMiner—0
Portfolio Optimization using Predictive Auxiliary Classifier Generative Adversarial Networks with Measuring Uncertainty—0
Portfolio Optimization with 2D Relative-Attentional Gated Transformer—0
Portfolio Optimization with Allocation Constraints and Stochastic Factor Market Dynamics—0
Portfolio Optimization with Entropic Value-at-Risk—0
Portfolio optimization with idiosyncratic and systemic risks for financial networks—0
Portfolio Optimization with Relative Tail Risk—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified