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 3140 of 428 papers

TitleStatusHype
A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation0
Advancing Investment Frontiers: Industry-grade Deep Reinforcement Learning for Portfolio Optimization0
A mixture transition distribution approach to portfolio optimization0
A Macroscopic Portfolio Model: From Rational Agents to Bounded Rationality0
A discussion of stochastic dominance and mean-risk optimal portfolio problems based on mean-variance-mixture models0
A Comparative Study of Hierarchical Risk Parity Portfolio and Eigen Portfolio on the NIFTY 50 Stocks0
A Krasnoselskii-Mann Proximity Algorithm for Markowitz Portfolios with Adaptive Expected Return Level0
A hybrid level-based learning swarm algorithm with mutation operator for solving large-scale cardinality-constrained portfolio optimization problems0
Dynamic CVaR Portfolio Construction with Attention-Powered Generative Factor Learning0
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