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

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Showing 351–375 of 428 papers

TitleStatusHype
Time evaluation of portfolio for asymmetrically informed traders—0
Time-inconsistent mean field and n-agent games under relative performance criteria—0
Time-Series Imputation with Wasserstein Interpolation for Optimal Look-Ahead-Bias and Variance Tradeoff—0
Topological Portfolio Selection and Optimization—0
Transfer Learning for Portfolio Optimization—0
Transforming Investment Strategies and Strategic Decision-Making: Unveiling a Novel Methodology for Enhanced Performance and Risk Management in Financial Markets—0
TSEC: a framework for online experimentation under experimental constraints—0
Two-fund separation under hyperbolically distributed returns and concave utility function—0
Understanding Distributional Ambiguity via Non-robust Chance Constraint—0
Use Cases of Quantum Optimization for Finance—0
Using Machine Learning to Forecast Market Direction with Efficient Frontier Coefficients—0
Utility-based acceptability indices—0
Value-at-Risk Optimization with Gaussian Processes—0
Wasserstein Distributionally Robust Inverse Multiobjective Optimization—0
Wasserstein-Kelly Portfolios: A Robust Data-Driven Solution to Optimize Portfolio Growth—0
When can we improve on sample average approximation for stochastic optimization?—0
Why risk matters for protein binder design—0
Your Offline Policy is Not Trustworthy: Bilevel Reinforcement Learning for Sequential Portfolio Optimization—0
NeuralFactors: A Novel Factor Learning Approach to Generative Modeling of Equities—0
Zeroth-Order Hard-Thresholding: Gradient Error vs. Expansivity—0
SETN: Stock Embedding Enhanced with Textual and Network Information—0
A Big data analytical framework for portfolio optimization—0
A Cholesky decomposition-based asset selection heuristic for sparse tangent portfolio optimization—0
A Comparative Analysis of Portfolio Optimization Using Mean-Variance, Hierarchical Risk Parity, and Reinforcement Learning Approaches on the Indian Stock Market—0
A Comparative Study of Hierarchical Risk Parity Portfolio and Eigen Portfolio on the NIFTY 50 Stocks—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified