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 281290 of 428 papers

TitleStatusHype
Power-law Portfolios0
Practical Portfolio Optimization with Metaheuristics:Pre-assignment Constraint and Margin Trading0
Precise Stock Price Prediction for Robust Portfolio Design from Selected Sectors of the Indian Stock Market0
Preference Robust Optimization with Quasi-Concave Choice Functions in Multi-Attribute Decision-Making: Characterization and Computation0
Probabilistic Forecast-based Portfolio Optimization of Electricity Demand at Low Aggregation Levels0
Prospects and challenges of quantum finance0
Quantum computing approach to realistic ESG-friendly stock portfolios0
Quantum Finance: a tutorial on quantum computing applied to the financial market0
Quantum-Inspired Portfolio Optimization In The QUBO Framework0
Quantum Portfolio Optimization with Investment Bands and Target Volatility0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1Unverified