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 331340 of 428 papers

TitleStatusHype
Company classification using machine learning0
Solving Portfolio Optimization Problems Using MOEA/D and Levy FlightCode0
Numerical Solution of Dynamic Portfolio Optimization with Transaction Costs0
Semi-metric portfolio optimization: a new algorithm reducing simultaneous asset shocks0
A Note on Portfolio Optimization with Quadratic Transaction Costs0
A Gated Recurrent Unit Approach to Bitcoin Price Prediction0
Portfolio optimization based on forecasting models using vine copulas: An empirical assessment for the financial crisis0
A singular stochastic control approach for optimal pairs trading with proportional transaction costs0
Bayesian Filtering for Multi-period Mean-Variance Portfolio Selection0
Personalized Robo-Advising: Enhancing Investment through Client Interaction0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1Unverified