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 401410 of 428 papers

TitleStatusHype
Solving the Optimal Trading Trajectory Problem Using a Quantum Annealer0
Dynamic portfolio strategy using clustering approach0
Replica approach to mean-variance portfolio optimization0
Conditional Analysis and a Principal-Agent problem0
Portfolio Optimization Problem with Non-identical Variances of Asset Returns using Statistical Mechanical Informatics0
Minimal Investment Risk of Portfolio Optimization Problem with Budget and Investment Concentration Constraints0
Methods for Sparse and Low-Rank Recovery under Simplex Constraints0
Portfolio Optimization under Shortfall Risk Constraint0
Optimal trading strategies - a time series approach0
Robust Utility Maximization with L\'evy Processes0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1Unverified