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 301310 of 428 papers

TitleStatusHype
Robust Utility Maximization in a Multivariate Financial Market with Stochastic Drift0
Wasserstein Distributionally Robust Inverse Multiobjective Optimization0
Portfolio Optimization on Multivariate Regime Switching GARCH Model with Normal Tempered Stable Innovation0
Qlib: An AI-oriented Quantitative Investment PlatformCode4
Generalized distance to a simplex and a new geometrical method for portfolio optimization0
Solving the Optimal Trading Trajectory Problem Using Simulated Bifurcation0
Detecting and adapting to crisis pattern with context based Deep Reinforcement Learning0
Preference Robust Optimization with Quasi-Concave Choice Functions in Multi-Attribute Decision-Making: Characterization and Computation0
Sparse High-Order Portfolios via Proximal DCA and SCA0
Portfolio Optimization of 60 Stocks Using Classical and Quantum Algorithms0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1Unverified