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 151–200 of 428 papers

TitleStatusHype
A Comparative Study of Portfolio Optimization Methods for the Indian Stock Market—0
Efficient Reinforcement Learning in Resource Allocation Problems Through Permutation Invariant Multi-task Learning—0
Beating the market with a bad predictive model—0
Empirical estimator of diversification quotient—0
Diversification quotients: Quantifying diversification via risk measures—0
End-to-End Risk Budgeting Portfolio Optimization with Neural Networks—0
Epoch-based Application of Problem-Aware Operators in a Multiobjective Memetic Algorithm for Portfolio Optimization—0
ESG-Valued Portfolio Optimization and Dynamic Asset Pricing—0
Distributionally Robust Prescriptive Analytics with Wasserstein Distance—0
Expected Utility Maximization and Conditional Value-at-Risk Deviation-based Sharpe Ratio in Dynamic Stochastic Portfolio Optimization—0
Exploratory Mean-Variance Portfolio Optimization with Regime-Switching Market Dynamics—0
Exponential utility maximization in small/large financial markets—0
Factor-MCLS: Multi-agent learning system with reward factor matrix and multi-critic framework for dynamic portfolio optimization—0
Asset and Factor Risk Budgeting: A Balanced Approach—0
Fast Empirical Scenarios—0
f-Betas and Portfolio Optimization with f-Divergence induced Risk Measures—0
FDR-Controlled Portfolio Optimization for Sparse Financial Index Tracking—0
Asymptotic Optimal Portfolio in Fast Mean-reverting Stochastic Environments—0
Economic state classification and portfolio optimisation with application to stagflationary environments—0
Finding Near-Optimal Portfolios With Quality-Diversity—0
Finding the Optimal Currency Composition of Foreign Exchange Reserves with a Quantum Computer—0
Fine-Tuning Large Language Models for Stock Return Prediction Using Newsflow—0
Forecasting VaR and ES using a joint quantile regression and implications in portfolio allocation—0
Fractal Optimization of Market Neutral Portfolio—0
FRM Financial Risk Meter for Emerging Markets—0
From Factor Models to Deep Learning: Machine Learning in Reshaping Empirical Asset Pricing—0
Functional Constrained Optimization for Risk Aversion and Sparsity Control—0
Functional portfolio optimization in stochastic portfolio theory—0
Fusion of Sentiment and Asset Price Predictions for Portfolio Optimization—0
Fuzzy Expert System for Stock Portfolio Selection: An Application to Bombay Stock Exchange—0
Discrete-time risk sensitive portfolio optimization with proportional transaction costs—0
Generative Machine Learning for Multivariate Equity Returns—0
Combining Reinforcement Learning and Barrier Functions for Adaptive Risk Management in Portfolio Optimization—0
Green portfolio optimization: A scenario analysis and stress testing based novel approach for sustainable investing in the paradigm Indian markets—0
Guided Learning: Lubricating End-to-End Modeling for Multi-stage Decision-making—0
Hedge Error Analysis In Black Scholes Option Pricing Model: An Asymptotic Approach Towards Finite Difference—0
Hedging Complexity in Generalization via a Parametric Distributionally Robust Optimization Framework—0
Hierarchical Minimum Variance Portfolios: A Theoretical and Algorithmic Approach—0
Portfolio Optimization based on Neural Networks Sensitivities from Assets Dynamics respect Common Drivers—0
High-dimensional Portfolio Optimization using Joint Shrinkage—0
A Survey of Risk-Aware Multi-Armed Bandits—0
Hopfield Networks for Asset Allocation—0
Pontryagin-Guided Deep Learning for Large-Scale Constrained Dynamic Portfolio Choice—0
Improved Regret Bounds for Tracking Experts with Memory—0
Application of Black-Litterman Bayesian in Statistical Arbitrage—0
Inferring Option Movements Through Residual Transactions: A Quantitative Model—0
Dynamic Black-Litterman—0
Integrating multiple sources of ordinal information in portfolio optimization—0
Integrating prediction in mean-variance portfolio optimization—0
Discrete-time portfolio optimization under maximum drawdown constraint with partial information and deep learning resolution—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified