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 191200 of 428 papers

TitleStatusHype
A Survey of Risk-Aware Multi-Armed Bandits0
Hopfield Networks for Asset Allocation0
Pontryagin-Guided Deep Learning for Large-Scale Constrained Dynamic Portfolio Choice0
Improved Regret Bounds for Tracking Experts with Memory0
Application of Black-Litterman Bayesian in Statistical Arbitrage0
Inferring Option Movements Through Residual Transactions: A Quantitative Model0
Dynamic Black-Litterman0
Integrating multiple sources of ordinal information in portfolio optimization0
Integrating prediction in mean-variance portfolio optimization0
Discrete-time portfolio optimization under maximum drawdown constraint with partial information and deep learning resolution0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1Unverified