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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 301–325 of 428 papers

TitleStatusHype
Risk Aware Benchmarking of Large Language Models—0
Risk Guarantees for End-to-End Prediction and Optimization Processes—0
Risk management in multi-objective portfolio optimization under uncertainty—0
Risk of Transfer Learning and its Applications in Finance—0
Risk-Sensitive Credit Portfolio Optimization under Partial Information and Contagion Risk—0
Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching—0
Risk-Sensitive Reinforcement Learning: a Martingale Approach to Reward Uncertainty—0
Risk sharing, measuring variability, and distortion riskmetrics—0
RM-CVaR: Regularized Multiple β-CVaR Portfolio—0
Robo-Advising: Enhancing Investment with Inverse Optimization and Deep Reinforcement Learning—0
Robust Optimization Approaches for Portfolio Selection: A Computational and Comparative Analysis—0
Robust Portfolio Optimization—0
Robust portfolio optimization for recommender systems considering uncertainty of estimated statistics—0
Robust portfolio optimization model for electronic coupon allocation—0
Robust portfolio optimization with multi-factor stochastic volatility—0
Robust Target Localization in 2D: A Value-at-Risk Approach—0
Robust Utility Maximization in a Multivariate Financial Market with Stochastic Drift—0
Robust Utility Maximization with L\'evy Processes—0
Sample Average Approximation for Portfolio Optimization under CVaR constraint in an (re)insurance context—0
Scaling properties of extreme price fluctuations in Bitcoin markets—0
Second Order Multiscale Stochastic Volatility Asymptotics: Stochastic Terminal Layer Analysis & Calibration—0
Sectoral portfolio optimization by judicious selection of financial ratios via PCA—0
Semi-metric portfolio optimization: a new algorithm reducing simultaneous asset shocks—0
Semiparametric Dynamic Copula Models for Portfolio Optimization—0
Set risk measures—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified