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 311320 of 428 papers

TitleStatusHype
Robust Optimization Approaches for Portfolio Selection: A Computational and Comparative Analysis0
Robust Portfolio Optimization0
Robust portfolio optimization for recommender systems considering uncertainty of estimated statistics0
Robust portfolio optimization model for electronic coupon allocation0
Robust portfolio optimization with multi-factor stochastic volatility0
Robust Target Localization in 2D: A Value-at-Risk Approach0
Robust Utility Maximization in a Multivariate Financial Market with Stochastic Drift0
Robust Utility Maximization with L\'evy Processes0
Sample Average Approximation for Portfolio Optimization under CVaR constraint in an (re)insurance context0
Scaling properties of extreme price fluctuations in Bitcoin markets0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1Unverified