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 351–360 of 428 papers

TitleStatusHype
Portfolio Optimization Managing Value at Risk under Heavy Tail Return, using Stochastic Maximum Principle—0
Neural networks-based backward scheme for fully nonlinear PDEs—0
When can we improve on sample average approximation for stochastic optimization?—0
Location and portfolio selection problems: A unified framework—0
Learning Threshold-Type Investment Strategies with Stochastic Gradient Method—0
Smart network based portfolios—0
Macroscopic theorem of the portfolio optimization problem with a risk-free asset—0
Understanding Distributional Ambiguity via Non-robust Chance Constraint—0
Many-player games of optimal consumption and investment under relative performance criteria—0
Risk-Sensitive Credit Portfolio Optimization under Partial Information and Contagion Risk—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified