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

Showing 111120 of 428 papers

TitleStatusHype
Beyond Expectations: Learning with Stochastic Dominance Made Practical0
FDR-Controlled Portfolio Optimization for Sparse Financial Index Tracking0
Large (and Deep) Factor Models0
Constrained Max Drawdown: a Fast and Robust Portfolio Optimization Approach0
Optimization of portfolios with cryptocurrencies: Markowitz and GARCH-Copula model approach0
Randomized Signature Methods in Optimal Portfolio Selection0
Time-inconsistent mean field and n-agent games under relative performance criteria0
Stochastic Control Barrier Functions for EconomicsCode0
Asset and Factor Risk Budgeting: A Balanced Approach0
TaskMet: Task-Driven Metric Learning for Model LearningCode1
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1Unverified