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 191–200 of 428 papers

TitleStatusHype
MetaTrader: An Reinforcement Learning Approach Integrating Diverse Policies for Portfolio Optimization—0
An intelligent algorithmic trading based on a risk-return reinforcement learning algorithm—0
Exponential utility maximization in small/large financial markets—0
Quantum Finance: a tutorial on quantum computing applied to the financial market—0
A semi-parametric dynamic conditional correlation framework for risk forecasting—0
Before and after default: information and optimal portfolio via anticipating calculus—0
Stock Performance Evaluation for Portfolio Design from Different Sectors of the Indian Stock Market—0
A hybrid level-based learning swarm algorithm with mutation operator for solving large-scale cardinality-constrained portfolio optimization problems—0
Diversification quotients: Quantifying diversification via risk measures—0
Markov Decision Processes under Model UncertaintyCode1
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified