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 131140 of 428 papers

TitleStatusHype
A new measure between sets of probability distributions with applications to erratic financial behavior0
Breaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio0
A new approach to the theory of optimal income tax0
A Gated Recurrent Unit Approach to Bitcoin Price Prediction0
Utilizing Dependence among Variables in Evolutionary Algorithms for Mixed-Integer Programming: A Case Study on Multi-Objective Constrained Portfolio Optimization0
A Cholesky decomposition-based asset selection heuristic for sparse tangent portfolio optimization0
Beyond Expectations: Learning with Stochastic Dominance Made Practical0
Before and after default: information and optimal portfolio via anticipating calculus0
An Evolutionary Optimization Approach to Risk Parity Portfolio Selection0
Beating the market with a bad predictive model0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1Unverified