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
Asymptotic Optimal Portfolio in Fast Mean-reverting Stochastic Environments—0
Efficient Reinforcement Learning in Resource Allocation Problems Through Permutation Invariant Multi-task Learning—0
Beating the market with a bad predictive model—0
Empirical estimator of diversification quotient—0
Discrete-time risk sensitive portfolio optimization with proportional transaction costs—0
End-to-End Risk Budgeting Portfolio Optimization with Neural Networks—0
Epoch-based Application of Problem-Aware Operators in a Multiobjective Memetic Algorithm for Portfolio Optimization—0
ESG-Valued Portfolio Optimization and Dynamic Asset Pricing—0
A Survey of Risk-Aware Multi-Armed Bandits—0
Dynamic Black-Litterman—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified