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
Analysis of optimal portfolio on finite and small time horizons for a stochastic volatility market model0
Hopfield Networks for Asset Allocation0
Pontryagin-Guided Deep Learning for Large-Scale Constrained Dynamic Portfolio Choice0
Improved Regret Bounds for Tracking Experts with Memory0
A Framework for Finding Local Saddle Points in Two-Player Zero-Sum Black-Box Games0
A Comprehensive Review: Applicability of Deep Neural Networks in Business Decision Making and Market Prediction Investment0
Dynamic investment portfolio optimization using a Multivariate Merton Model with Correlated Jump Risk0
Integrating multiple sources of ordinal information in portfolio optimization0
Integrating prediction in mean-variance portfolio optimization0
Dynamic intertemporal utility optimization by means of Riccati transformation of Hamilton-Jacobi Bellman equation0
Show:102550
← PrevPage 20 of 43Next →

Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1Unverified