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

Recently AddedMost HypedMost ActiveNeeds VerificationMost Verified

Showing 101–150 of 428 papers

TitleStatusHype
Set risk measures—0
Fine-Tuning Large Language Models for Stock Return Prediction Using Newsflow—0
Hopfield Networks for Asset Allocation—0
Large-scale Time-Varying Portfolio Optimisation using Graph Attention Networks—0
Temporal Representation Learning for Stock Similarities and Its Applications in Investment Management—0
Regularizing stock return covariance matrices via multiple testing of correlationsCode0
Application of Black-Litterman Bayesian in Statistical Arbitrage—0
Robust portfolio optimization for recommender systems considering uncertainty of estimated statistics—0
Contextual Optimization under Covariate Shift: A Robust Approach by Intersecting Wasserstein Balls—0
Portfolio Optimization with Robust Covariance and Conditional Value-at-Risk Constraints—0
Intertemporal Cost-efficient Consumption—0
DSPO: An End-to-End Framework for Direct Sorted Portfolio Construction—0
Tackling Decision Processes with Non-Cumulative Objectives using Reinforcement LearningCode0
Robust portfolio optimization model for electronic coupon allocation—0
Autonomous Sparse Mean-CVaR Portfolio OptimizationCode0
Hedge Error Analysis In Black Scholes Option Pricing Model: An Asymptotic Approach Towards Finite Difference—0
Transforming Investment Strategies and Strategic Decision-Making: Unveiling a Novel Methodology for Enhanced Performance and Risk Management in Financial Markets—0
Dynamic Black-Litterman—0
A novel portfolio construction strategy based on the core-periphery profile of stocks—0
Simplex Decomposition for Portfolio Allocation Constraints in Reinforcement Learning—0
Quantum computing approach to realistic ESG-friendly stock portfolios—0
Using Machine Learning to Forecast Market Direction with Efficient Frontier Coefficients—0
Portfolio management using graph centralities: Review and comparison—0
Deep Reinforcement Learning and Mean-Variance Strategies for Responsible Portfolio Optimization—0
From Factor Models to Deep Learning: Machine Learning in Reshaping Empirical Asset Pricing—0
Advancing Investment Frontiers: Industry-grade Deep Reinforcement Learning for Portfolio Optimization—0
Finding Near-Optimal Portfolios With Quality-Diversity—0
Combining Transformer based Deep Reinforcement Learning with Black-Litterman Model for Portfolio Optimization—0
Portfolio Optimization under Transaction Costs with Recursive Preferences—0
Beyond Expectations: Learning with Stochastic Dominance Made Practical—0
FDR-Controlled Portfolio Optimization for Sparse Financial Index Tracking—0
Large (and Deep) Factor Models—0
Constrained Max Drawdown: a Fast and Robust Portfolio Optimization Approach—0
Optimization of portfolios with cryptocurrencies: Markowitz and GARCH-Copula model approach—0
Randomized Signature Methods in Optimal Portfolio Selection—0
Time-inconsistent mean field and n-agent games under relative performance criteria—0
Stochastic Control Barrier Functions for EconomicsCode0
Asset and Factor Risk Budgeting: A Balanced Approach—0
A General Framework for Portfolio Construction Based on Generative Models of Asset Returns—0
Margin Trader: A Reinforcement Learning Framework for Portfolio Management with Margin and ConstraintsCode0
Generative Machine Learning for Multivariate Equity Returns—0
Causal Inference on Investment Constraints and Non-stationarity in Dynamic Portfolio Optimization through Reinforcement Learning—0
Risk of Transfer Learning and its Applications in Finance—0
A Comparative Study of Portfolio Optimization Methods for the Indian Stock Market—0
Topological Portfolio Selection and Optimization—0
On Extreme Value Asymptotics of Projected Sample Covariances in High Dimensions with Applications in Finance and Convolutional Networks—0
Risk Aware Benchmarking of Large Language Models—0
Utility-based acceptability indices—0
Cryptocurrency Portfolio Optimization by Neural Networks—0
A Quantum Computing-based System for Portfolio Optimization using Future Asset Values and Automatic Reduction of the Investment Universe—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified