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 251–260 of 428 papers

TitleStatusHype
A new measure between sets of probability distributions with applications to erratic financial behavior—0
Distributionally Robust Prescriptive Analytics with Wasserstein Distance—0
Learning Stochastic Optimal Policies via Gradient Descent—0
Portfolio Allocation under Asymmetric Dependence in Asset Returns using Local Gaussian CorrelationsCode0
Kolmogorov-Smirnov Test-Based Actively-Adaptive Thompson Sampling for Non-Stationary Bandits—0
Robo-Advising: Enhancing Investment with Inverse Optimization and Deep Reinforcement Learning—0
Optimal Portfolio with Power Utility of Absolute and Relative Wealth—0
Value-at-Risk Optimization with Gaussian Processes—0
Deep Reinforcement Trading with Predictable ReturnsCode1
Dynamic investment portfolio optimization using a Multivariate Merton Model with Correlated Jump Risk—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified