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

Recently AddedMost HypedMost ActiveNeeds VerificationMost Verified

Showing 151–200 of 428 papers

TitleStatusHype
Dynamic portfolio strategy using clustering approach—0
Efficient Reinforcement Learning in Resource Allocation Problems Through Permutation Invariant Multi-task Learning—0
Dynamic portfolio selection without risk-free assets—0
Empirical estimator of diversification quotient—0
Bayesian Filtering for Multi-period Mean-Variance Portfolio Selection—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
Analysis of optimal portfolio on finite and small-time horizons for a stochastic volatility model with multiple correlated assets—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
Dynamic Portfolio Rebalancing: A Hybrid new Model Using GNNs and Pathfinding for Cost Efficiency—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
Dynamic Portfolio Optimization with Inverse Covariance Clustering—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
Balancing Profit, Risk, and Sustainability for Portfolio Management—0
Generative Machine Learning for Multivariate Equity Returns—0
Dynamic Portfolio Optimization via Augmented DDPG with Quantum Price Levels-Based Trading Strategy—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
Analysis of optimal portfolio on finite and small time horizons for a stochastic volatility market model—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
A Framework for Finding Local Saddle Points in Two-Player Zero-Sum Black-Box Games—0
A Comprehensive Review: Applicability of Deep Neural Networks in Business Decision Making and Market Prediction Investment—0
Dynamic investment portfolio optimization using a Multivariate Merton Model with Correlated Jump Risk—0
Integrating multiple sources of ordinal information in portfolio optimization—0
Integrating prediction in mean-variance portfolio optimization—0
Dynamic intertemporal utility optimization by means of Riccati transformation of Hamilton-Jacobi Bellman equation—0
Show:102550
← PrevPage 4 of 9Next →

Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified