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 381–390 of 428 papers

TitleStatusHype
A discussion of stochastic dominance and mean-risk optimal portfolio problems based on mean-variance-mixture models—0
Advancing Investment Frontiers: Industry-grade Deep Reinforcement Learning for Portfolio Optimization—0
Advancing Portfolio Optimization: Adaptive Minimum-Variance Portfolios and Minimum Risk Rate Frameworks—0
A Fast Successive QP Algorithm for General Mean-Variance Portfolio Optimization—0
A Framework for Finding Local Saddle Points in Two-Player Zero-Sum Black-Box Games—0
A Fully Analog Pipeline for Portfolio Optimization—0
A Gated Recurrent Unit Approach to Bitcoin Price Prediction—0
A General Framework for Portfolio Construction Based on Generative Models of Asset Returns—0
A generalized precision matrix for t-Student distributions in portfolio optimization—0
A Graphical Global Optimization Framework for Parameter Estimation of Statistical Models with Nonconvex Regularization Functions—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified