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 181190 of 428 papers

TitleStatusHype
A parsimonious neural network approach to solve portfolio optimization problems without using dynamic programming0
Finding the Optimal Currency Composition of Foreign Exchange Reserves with a Quantum Computer0
A novel prediction based portfolio optimization model using deep learning0
Wasserstein-Kelly Portfolios: A Robust Data-Driven Solution to Optimize Portfolio Growth0
Analysis of optimal portfolio on finite and small-time horizons for a stochastic volatility model with multiple correlated assets0
Risk sharing, measuring variability, and distortion riskmetrics0
A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation0
f-Betas and Portfolio Optimization with f-Divergence induced Risk Measures0
A Deep Neural Network Algorithm for Linear-Quadratic Portfolio Optimization with MGARCH and Small Transaction Costs0
Model Based Reinforcement Learning with Non-Gaussian Environment Dynamics and its Application to Portfolio Optimization0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1Unverified