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 281–290 of 428 papers

TitleStatusHype
Numerical Solution of Dynamic Portfolio Optimization with Transaction Costs—0
On Accelerating Large-Scale Robust Portfolio Optimization—0
On Unified Adaptive Portfolio Management—0
On Asymptotic Log-Optimal Buy-and-Hold Strategy—0
On Capital Allocation under Information Constraints—0
On Extreme Value Asymptotics of Projected Sample Covariances in High Dimensions with Applications in Finance and Convolutional Networks—0
On the solution uniqueness in portfolio optimization and risk analysis—0
On the systemic nature of global inflation, its association with equity markets and financial portfolio implications—0
Optimal (0,1)-Matrix Completion with Majorization Ordered Objectives (To the memory of Pravin Varaiya)—0
Neural Network Approach to Portfolio Optimization with Leverage Constraints:a Case Study on High Inflation Investment—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified