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 271280 of 428 papers

TitleStatusHype
Power-law Portfolios0
Application of maximal monotone operator method for solving Hamilton-Jacobi-Bellman equation arising from optimal portfolio selection problem0
Analysis of optimal portfolio on finite and small time horizons for a stochastic volatility market model0
Machine Learning-Driven Virtual Bidding with Electricity Market Efficiency Analysis0
Portfolio Optimization with Sparse Multivariate Modelling0
Intraday trading strategy based on time series and machine learning for Chinese stock market0
Functional portfolio optimization in stochastic portfolio theory0
Multi-Period Portfolio Optimization using Model Predictive Control with Mean-Variance and Risk Parity Frameworks0
Large-scale Recommendation for Portfolio Optimization0
On Asymptotic Log-Optimal Buy-and-Hold Strategy0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1Unverified