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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 376–400 of 428 papers

TitleStatusHype
Robust Utility Maximization in a Multivariate Financial Market with Stochastic Drift—0
Robust Utility Maximization with L\'evy Processes—0
Sample Average Approximation for Portfolio Optimization under CVaR constraint in an (re)insurance context—0
Scaling properties of extreme price fluctuations in Bitcoin markets—0
Second Order Multiscale Stochastic Volatility Asymptotics: Stochastic Terminal Layer Analysis & Calibration—0
Sectoral portfolio optimization by judicious selection of financial ratios via PCA—0
Semi-metric portfolio optimization: a new algorithm reducing simultaneous asset shocks—0
Semiparametric Dynamic Copula Models for Portfolio Optimization—0
Set risk measures—0
Simplex Decomposition for Portfolio Allocation Constraints in Reinforcement Learning—0
Singular Perturbation Expansion for Utility Maximization with Order-ε Quadratic Transaction Costs—0
Smart network based portfolios—0
Solving the Optimal Trading Trajectory Problem Using a Quantum Annealer—0
Solving the Optimal Trading Trajectory Problem Using Simulated Bifurcation—0
Sparse High-Order Portfolios via Proximal DCA and SCA—0
Sparse Portfolio Selection via the sorted _1-Norm—0
Sports Betting: an application of neural networks and modern portfolio theory to the English Premier League—0
Statistical applications of the 20/60/20 rule in risk management and portfolio optimization—0
Stochastic Optimal Control of Iron Condor Portfolios for Profitability and Risk Management—0
Stock Embeddings Acquired from News Articles and Price History, and an Application to Portfolio Optimization—0
Stock market as temporal network—0
Stock Performance Evaluation for Portfolio Design from Different Sectors of the Indian Stock Market—0
Stock Portfolio Optimization Using a Deep Learning LSTM Model—0
Efficient Solution of Portfolio Optimization Problems via Dimension Reduction and SparsificationCode0
Portfolio OptimizationCode0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified