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
Mean-Covariance Robust Risk Measurement—0
Mean Field Games for Optimal Investment Under Relative Performance Criteria—0
Mean-variance hybrid portfolio optimization with quantile-based risk measure—0
Mean-Variance Portfolio Management with Functional Optimization—0
Mean-Variance-VaR portfolios: MIQP formulation and performance analysis—0
Merton's portfolio problem under Volterra Heston model—0
Mesoscopic Structure of the Stock Market and Portfolio Optimization—0
MetaTrader: An Reinforcement Learning Approach Integrating Diverse Policies for Portfolio Optimization—0
Methods for Sparse and Low-Rank Recovery under Simplex Constraints—0
MILLION: A General Multi-Objective Framework with Controllable Risk for Portfolio Management—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified