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 201–210 of 428 papers

TitleStatusHype
Zeroth-Order Hard-Thresholding: Gradient Error vs. Expansivity—0
Design and Analysis of Optimized Portfolios for Selected Sectors of the Indian Stock Market—0
A Comparative Study of Hierarchical Risk Parity Portfolio and Eigen Portfolio on the NIFTY 50 Stocks—0
Systemic Risk of Optioned Portfolios: Controllability and Optimization—0
Optimal (0,1)-Matrix Completion with Majorization Ordered Objectives (To the memory of Pravin Varaiya)—0
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
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified