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 291300 of 428 papers

TitleStatusHype
Optimal Convergence Trading with Unobservable Pricing Errors0
Optimal Payoff under the Generalized Dual Theory of Choice0
Optimal portfolios with anticipating information on the stochastic interest rate0
Optimal Portfolio with Power Utility of Absolute and Relative Wealth0
Optimal shrinkage-based portfolio selection in high dimensions0
Optimal strategies of investment in a linear stochastic model of market0
Optimal trading strategies - a time series approach0
Optimal Web-Scale Tiering as a Flow Problem0
Optimization of portfolios with cryptocurrencies: Markowitz and GARCH-Copula model approach0
Pairs Trading under Drift Uncertainty and Risk Penalization0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1Unverified