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 421428 of 428 papers

TitleStatusHype
A Robust Statistics Approach to Minimum Variance Portfolio Optimization0
A Sentiment Analysis Approach to the Prediction of Market Volatility0
A singular stochastic control approach for optimal pairs trading with proportional transaction costs0
Asset Allocation via Machine Learning and Applications to Equity Portfolio Management0
A Study of Correlations in the Stock Market0
A Surrogate Objective Framework for Prediction+Programming with Soft Constraints0
A Survey of Risk-Aware Multi-Armed Bandits0
Asymptotic Optimal Portfolio in Fast Mean-reverting Stochastic Environments0
Show:102550
← PrevPage 43 of 43Next →

Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1Unverified