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
Kendall Correlation Coefficients for Portfolio Optimization—0
Keep it Tighter -- A Story on Analytical Mean Embeddings—0
Kolmogorov-Smirnov Test-Based Actively-Adaptive Thompson Sampling for Non-Stationary Bandits—0
Large (and Deep) Factor Models—0
Large-scale Recommendation for Portfolio Optimization—0
Large-scale Time-Varying Portfolio Optimisation using Graph Attention Networks—0
Latent Variable Estimation in Bayesian Black-Litterman Models—0
Learning Stochastic Optimal Policies via Gradient Descent—0
Learning Threshold-Type Investment Strategies with Stochastic Gradient Method—0
Local Control Regression: Improving the Least Squares Monte Carlo Method for Portfolio Optimization—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified