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 171–180 of 428 papers

TitleStatusHype
Risk sharing, measuring variability, and distortion riskmetrics—0
A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation—0
f-Betas and Portfolio Optimization with f-Divergence induced Risk Measures—0
A Deep Neural Network Algorithm for Linear-Quadratic Portfolio Optimization with MGARCH and Small Transaction Costs—0
Model Based Reinforcement Learning with Non-Gaussian Environment Dynamics and its Application to Portfolio Optimization—0
Dynamic CVaR Portfolio Construction with Attention-Powered Generative Factor Learning—0
Diversification quotients based on VaR and ES—0
Deep Reinforcement Learning for Asset Allocation: Reward Clipping—0
A Fast Successive QP Algorithm for General Mean-Variance Portfolio Optimization—0
Hedging Complexity in Generalization via a Parametric Distributionally Robust Optimization Framework—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified