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
Sports Betting: an application of neural networks and modern portfolio theory to the English Premier League0
Statistical applications of the 20/60/20 rule in risk management and portfolio optimization0
Stochastic Optimal Control of Iron Condor Portfolios for Profitability and Risk Management0
Stock Embeddings Acquired from News Articles and Price History, and an Application to Portfolio Optimization0
Stock market as temporal network0
Stock Performance Evaluation for Portfolio Design from Different Sectors of the Indian Stock Market0
Stock Portfolio Optimization Using a Deep Learning LSTM Model0
Efficient Solution of Portfolio Optimization Problems via Dimension Reduction and SparsificationCode0
Portfolio OptimizationCode0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1Unverified