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 361–370 of 428 papers

TitleStatusHype
Using Machine Learning to Forecast Market Direction with Efficient Frontier Coefficients—0
Utility-based acceptability indices—0
Value-at-Risk Optimization with Gaussian Processes—0
Wasserstein Distributionally Robust Inverse Multiobjective Optimization—0
Wasserstein-Kelly Portfolios: A Robust Data-Driven Solution to Optimize Portfolio Growth—0
When can we improve on sample average approximation for stochastic optimization?—0
Why risk matters for protein binder design—0
Your Offline Policy is Not Trustworthy: Bilevel Reinforcement Learning for Sequential Portfolio Optimization—0
NeuralFactors: A Novel Factor Learning Approach to Generative Modeling of Equities—0
Zeroth-Order Hard-Thresholding: Gradient Error vs. Expansivity—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified