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 411420 of 428 papers

TitleStatusHype
A novel portfolio construction strategy based on the core-periphery profile of stocks0
A novel prediction based portfolio optimization model using deep learning0
A parsimonious neural network approach to solve portfolio optimization problems without using dynamic programming0
Application of Black-Litterman Bayesian in Statistical Arbitrage0
Application of maximal monotone operator method for solving Hamilton-Jacobi-Bellman equation arising from optimal portfolio selection problem0
Application of Quantum Computers in Foreign Exchange Reserves Management0
Aproximación práctica a los métodos de selección de portafolios de inversión0
A Quantum Computing-based System for Portfolio Optimization using Future Asset Values and Automatic Reduction of the Investment Universe0
Arbitrage concepts under trading restrictions in discrete-time financial markets0
A refinement of Bennett's inequality with applications to portfolio optimization0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1Unverified