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 151160 of 428 papers

TitleStatusHype
Doubly Robust Mean-CVaR Portfolio0
Choosing a Proxy Metric from Past Experiments0
A monotone numerical integration method for mean-variance portfolio optimization under jump-diffusion models0
Analysis of Optimal Portfolio Management Using Hierarchical Clustering0
D-TIPO: Deep time-inconsistent portfolio optimization with stocks and options0
ChatGPT-based Investment Portfolio Selection0
Portfolio Optimization in a Market with Hidden Gaussian Drift and Randomly Arriving Expert Opinions: Modeling and Theoretical Results0
Transfer Learning for Portfolio Optimization0
Mean Field Games for Optimal Investment Under Relative Performance Criteria0
Sports Betting: an application of neural networks and modern portfolio theory to the English Premier League0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1Unverified