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 301–310 of 428 papers

TitleStatusHype
Risk Aware Benchmarking of Large Language Models—0
Risk Guarantees for End-to-End Prediction and Optimization Processes—0
Risk management in multi-objective portfolio optimization under uncertainty—0
Risk of Transfer Learning and its Applications in Finance—0
Risk-Sensitive Credit Portfolio Optimization under Partial Information and Contagion Risk—0
Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching—0
Risk-Sensitive Reinforcement Learning: a Martingale Approach to Reward Uncertainty—0
Risk sharing, measuring variability, and distortion riskmetrics—0
RM-CVaR: Regularized Multiple β-CVaR Portfolio—0
Robo-Advising: Enhancing Investment with Inverse Optimization and Deep Reinforcement Learning—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified