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 326350 of 428 papers

TitleStatusHype
Portfolio Optimization under Transaction Costs with Recursive Preferences0
Portfolio Optimization Using a Consistent Vector-Based MSE Estimation Approach0
Portfolio optimization using local linear regression ensembles in RapidMiner0
Portfolio Optimization using Predictive Auxiliary Classifier Generative Adversarial Networks with Measuring Uncertainty0
Portfolio Optimization with 2D Relative-Attentional Gated Transformer0
Portfolio Optimization with Allocation Constraints and Stochastic Factor Market Dynamics0
Portfolio Optimization with Entropic Value-at-Risk0
Portfolio optimization with idiosyncratic and systemic risks for financial networks0
Portfolio Optimization with Relative Tail Risk0
Portfolio Optimization with Robust Covariance and Conditional Value-at-Risk Constraints0
Portfolio Optimization with Sparse Multivariate Modelling0
Portfolio optimization with two coherent risk measures0
Portfolio optimization with two quasiconvex risk measures0
Portfolio Transformer for Attention-Based Asset Allocation0
Power-law Portfolios0
Practical Portfolio Optimization with Metaheuristics:Pre-assignment Constraint and Margin Trading0
Precise Stock Price Prediction for Robust Portfolio Design from Selected Sectors of the Indian Stock Market0
Preference Robust Optimization with Quasi-Concave Choice Functions in Multi-Attribute Decision-Making: Characterization and Computation0
Probabilistic Forecast-based Portfolio Optimization of Electricity Demand at Low Aggregation Levels0
Prospects and challenges of quantum finance0
Quantum computing approach to realistic ESG-friendly stock portfolios0
Quantum Finance: a tutorial on quantum computing applied to the financial market0
Quantum-Inspired Portfolio Optimization In The QUBO Framework0
Quantum Portfolio Optimization with Investment Bands and Target Volatility0
Quantum Stochastic Walks for Portfolio Optimization: Theory and Implementation on Financial Networks0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1Unverified