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 181–190 of 428 papers

TitleStatusHype
A parsimonious neural network approach to solve portfolio optimization problems without using dynamic programming—0
Finding the Optimal Currency Composition of Foreign Exchange Reserves with a Quantum Computer—0
A novel prediction based portfolio optimization model using deep learning—0
Wasserstein-Kelly Portfolios: A Robust Data-Driven Solution to Optimize Portfolio Growth—0
Analysis of optimal portfolio on finite and small-time horizons for a stochastic volatility model with multiple correlated assets—0
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
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified