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

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Showing 101–125 of 428 papers

TitleStatusHype
Constrained portfolio optimization in a life-cycle model—0
Constrained Pure Exploration Multi-Armed Bandits with a Fixed Budget—0
Bayesian Filtering for Multi-period Mean-Variance Portfolio Selection—0
Contextual Optimization under Covariate Shift: A Robust Approach by Intersecting Wasserstein Balls—0
A Quantum Computing-based System for Portfolio Optimization using Future Asset Values and Automatic Reduction of the Investment Universe—0
Continuous-time Portfolio Optimization for Absolute Return Funds—0
Analysis of optimal portfolio on finite and small-time horizons for a stochastic volatility model with multiple correlated assets—0
Balancing Profit, Risk, and Sustainability for Portfolio Management—0
Cryptocurrency portfolio optimization with multivariate normal tempered stable processes and Foster-Hart risk—0
Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimization—0
Deep Declarative Risk Budgeting Portfolios—0
Analysis of optimal portfolio on finite and small time horizons for a stochastic volatility market model—0
Deep differentiable reinforcement learning and optimal trading—0
Deep learning for efficient frontier calculation in finance—0
A Framework for Finding Local Saddle Points in Two-Player Zero-Sum Black-Box Games—0
Deep Learning Models Meet Financial Data Modalities—0
A Comprehensive Review: Applicability of Deep Neural Networks in Business Decision Making and Market Prediction Investment—0
Deep Reinforcement Learning and Mean-Variance Strategies for Responsible Portfolio Optimization—0
Deep Reinforcement Learning for Asset Allocation: Reward Clipping—0
Deep Reinforcement Learning for Investor-Specific Portfolio Optimization: A Volatility-Guided Asset Selection Approach—0
Asset Allocation via Machine Learning and Applications to Equity Portfolio Management—0
Deep Reinforcement Learning for Portfolio Optimization using Latent Feature State Space (LFSS) Module—0
Deep Reinforcement Learning for Stock Portfolio Optimization—0
NeuralFactors: A Novel Factor Learning Approach to Generative Modeling of Equities—0
Analysis of Optimal Portfolio Management Using Hierarchical Clustering—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified