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 231–240 of 428 papers

TitleStatusHype
A discussion of stochastic dominance and mean-risk optimal portfolio problems based on mean-variance-mixture models—0
Model Aggregation for Risk Evaluation and Robust Optimization—0
Precise Stock Price Prediction for Robust Portfolio Design from Selected Sectors of the Indian Stock Market—0
Discrete-time risk sensitive portfolio optimization with proportional transaction costs—0
Dynamic Portfolio Optimization with Inverse Covariance Clustering—0
Community detection and portfolio optimization—0
Mean-Covariance Robust Risk Measurement—0
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimisation—0
Efficient differentiable quadratic programming layers: an ADMM approach—0
Mesoscopic Structure of the Stock Market and Portfolio Optimization—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified