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

Recently AddedMost HypedMost ActiveNeeds VerificationMost Verified

Showing 301–325 of 428 papers

TitleStatusHype
Personalized Robo-Advising: Enhancing Investment through Client Interaction—0
PolyModel for Hedge Funds' Portfolio Construction Using Machine Learning—0
Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models—0
Portfolio Cuts: A Graph-Theoretic Framework to Diversification—0
Portfolio management using graph centralities: Review and comparison—0
Portfolio Optimization: A Comparative Study—0
Portfolio optimization based on forecasting models using vine copulas: An empirical assessment for the financial crisis—0
Portfolio Optimization Constrained by Performance Attribution—0
Portfolio Optimization for Cointelated Pairs: SDEs vs. Machine Learning—0
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
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified