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 151–160 of 428 papers

TitleStatusHype
A Simple Method for Predicting Covariance Matrices of Financial ReturnsCode1
A Comparative Analysis of Portfolio Optimization Using Mean-Variance, Hierarchical Risk Parity, and Reinforcement Learning Approaches on the Indian Stock Market—0
Green portfolio optimization: A scenario analysis and stress testing based novel approach for sustainable investing in the paradigm Indian markets—0
Dynamic Term Structure Models with Nonlinearities using Gaussian Processes—0
Portfolio Optimization Rules beyond the Mean-Variance Approach—0
Online Portfolio Management via Deep Reinforcement Learning with High-Frequency DataCode1
Systematic Review on Reinforcement Learning in the Field of Fintech—0
Portfolio Optimization using Predictive Auxiliary Classifier Generative Adversarial Networks with Measuring Uncertainty—0
Probabilistic Forecast-based Portfolio Optimization of Electricity Demand at Low Aggregation Levels—0
Neural Network Approach to Portfolio Optimization with Leverage Constraints:a Case Study on High Inflation Investment—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified