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 371380 of 428 papers

TitleStatusHype
Portfolio Optimization under Fast Mean-reverting and Rough Fractional Stochastic Environment0
Portfolio Optimization for Cointelated Pairs: SDEs vs. Machine Learning0
A Big data analytical framework for portfolio optimization0
Expected Utility Maximization and Conditional Value-at-Risk Deviation-based Sharpe Ratio in Dynamic Stochastic Portfolio Optimization0
On the solution uniqueness in portfolio optimization and risk analysis0
A Macroscopic Portfolio Model: From Rational Agents to Bounded Rationality0
Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching0
Portfolio Optimization in Fractional and Rough Heston Models0
Pairs Trading under Drift Uncertainty and Risk Penalization0
Local Control Regression: Improving the Least Squares Monte Carlo Method for Portfolio Optimization0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1Unverified