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
Finding the Optimal Currency Composition of Foreign Exchange Reserves with a Quantum Computer—0
Fine-Tuning Large Language Models for Stock Return Prediction Using Newsflow—0
Forecasting VaR and ES using a joint quantile regression and implications in portfolio allocation—0
Fractal Optimization of Market Neutral Portfolio—0
Analysis of optimal portfolio on finite and small time horizons for a stochastic volatility market model—0
From Factor Models to Deep Learning: Machine Learning in Reshaping Empirical Asset Pricing—0
Functional Constrained Optimization for Risk Aversion and Sparsity Control—0
Functional portfolio optimization in stochastic portfolio theory—0
Fusion of Sentiment and Asset Price Predictions for Portfolio Optimization—0
A Framework for Finding Local Saddle Points in Two-Player Zero-Sum Black-Box Games—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified