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 181–190 of 428 papers

TitleStatusHype
Analysis of optimal portfolio on finite and small time horizons for a stochastic volatility market model—0
Generative Machine Learning for Multivariate Equity Returns—0
A Framework for Finding Local Saddle Points in Two-Player Zero-Sum Black-Box Games—0
Green portfolio optimization: A scenario analysis and stress testing based novel approach for sustainable investing in the paradigm Indian markets—0
Guided Learning: Lubricating End-to-End Modeling for Multi-stage Decision-making—0
Hedge Error Analysis In Black Scholes Option Pricing Model: An Asymptotic Approach Towards Finite Difference—0
Hedging Complexity in Generalization via a Parametric Distributionally Robust Optimization Framework—0
Hierarchical Minimum Variance Portfolios: A Theoretical and Algorithmic Approach—0
Portfolio Optimization based on Neural Networks Sensitivities from Assets Dynamics respect Common Drivers—0
A Comprehensive Review: Applicability of Deep Neural Networks in Business Decision Making and Market Prediction Investment—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified