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
SETN: Stock Embedding Enhanced with Textual and Network Information0
A Big data analytical framework for portfolio optimization0
A Cholesky decomposition-based asset selection heuristic for sparse tangent portfolio optimization0
A Comparative Analysis of Portfolio Optimization Using Mean-Variance, Hierarchical Risk Parity, and Reinforcement Learning Approaches on the Indian Stock Market0
A Comparative Study of Hierarchical Risk Parity Portfolio and Eigen Portfolio on the NIFTY 50 Stocks0
A Comparative Study of Portfolio Optimization Methods for the Indian Stock Market0
A Comprehensive Review: Applicability of Deep Neural Networks in Business Decision Making and Market Prediction Investment0
Utilizing Dependence among Variables in Evolutionary Algorithms for Mixed-Integer Programming: A Case Study on Multi-Objective Constrained Portfolio Optimization0
Adaptive Composite Online Optimization: Predictions in Static and Dynamic Environments0
A Deep Neural Network Algorithm for Linear-Quadratic Portfolio Optimization with MGARCH and Small Transaction Costs0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1Unverified