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 161170 of 428 papers

TitleStatusHype
Sports Betting: an application of neural networks and modern portfolio theory to the English Premier League0
Fast Empirical Scenarios0
On Unified Adaptive Portfolio Management0
MOPO-LSI: A User Guide0
Robust Target Localization in 2D: A Value-at-Risk Approach0
Efficient Solution of Portfolio Optimization Problems via Dimension Reduction and SparsificationCode0
Combining Reinforcement Learning and Barrier Functions for Adaptive Risk Management in Portfolio Optimization0
A Comparative Analysis of Portfolio Optimization Using Mean-Variance, Hierarchical Risk Parity, and Reinforcement Learning Approaches on the Indian Stock Market0
Green portfolio optimization: A scenario analysis and stress testing based novel approach for sustainable investing in the paradigm Indian markets0
Dynamic Term Structure Models with Nonlinearities using Gaussian Processes0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1Unverified