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 391400 of 428 papers

TitleStatusHype
Sparse Portfolio Selection via the sorted _1-Norm0
Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations0
Random matrix approach for primal-dual portfolio optimization problems0
Portfolio Optimization with Entropic Value-at-Risk0
Fractal Optimization of Market Neutral Portfolio0
Optimal shrinkage-based portfolio selection in high dimensions0
Multi-Period Portfolio Optimization: Translation of Autocorrelation Risk to Excess Variance0
Replica Analysis for the Duality of the Portfolio Optimization Problem0
Closed-form solutions for worst-case law invariant risk measures with application to robust portfolio optimization0
Maximizing and Minimizing Investment Concentration with Constraints of Budget and Investment Risk0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1Unverified