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 201–250 of 428 papers

TitleStatusHype
Functional Constrained Optimization for Risk Aversion and Sparsity Control—0
Design and Analysis of Optimized Portfolios for Selected Sectors of the Indian Stock Market—0
A Comparative Study of Hierarchical Risk Parity Portfolio and Eigen Portfolio on the NIFTY 50 Stocks—0
Systemic Risk of Optioned Portfolios: Controllability and Optimization—0
Optimal (0,1)-Matrix Completion with Majorization Ordered Objectives (To the memory of Pravin Varaiya)—0
MetaTrader: An Reinforcement Learning Approach Integrating Diverse Policies for Portfolio Optimization—0
An intelligent algorithmic trading based on a risk-return reinforcement learning algorithm—0
Exponential utility maximization in small/large financial markets—0
Quantum Finance: a tutorial on quantum computing applied to the financial market—0
A semi-parametric dynamic conditional correlation framework for risk forecasting—0
Before and after default: information and optimal portfolio via anticipating calculus—0
Stock Performance Evaluation for Portfolio Design from Different Sectors of the Indian Stock Market—0
A hybrid level-based learning swarm algorithm with mutation operator for solving large-scale cardinality-constrained portfolio optimization problems—0
Diversification quotients: Quantifying diversification via risk measures—0
Portfolio Transformer for Attention-Based Asset Allocation—0
Balancing Profit, Risk, and Sustainability for Portfolio Management—0
ESG-Valued Portfolio Optimization and Dynamic Asset Pricing—0
A Survey of Risk-Aware Multi-Armed Bandits—0
Adaptive Composite Online Optimization: Predictions in Static and Dynamic Environments—0
Evaluating the Impact of Bitcoin on International Asset Allocation using Mean-Variance, Conditional Value-at-Risk (CVaR), and Markov Regime Switching Approaches—0
Fuzzy Expert System for Stock Portfolio Selection: An Application to Bombay Stock Exchange—0
Portfolio Optimization Using a Consistent Vector-Based MSE Estimation Approach—0
LoCoV: low dimension covariance voting algorithm for portfolio optimization—0
Application of Quantum Computers in Foreign Exchange Reserves Management—0
Economic state classification and portfolio optimisation with application to stagflationary environments—0
A generalized precision matrix for t-Student distributions in portfolio optimization—0
Fusion of Sentiment and Asset Price Predictions for Portfolio Optimization—0
Neural-Progressive Hedging: Enforcing Constraints in Reinforcement Learning with Stochastic Programming—0
Portfolio Optimization based on Neural Networks Sensitivities from Assets Dynamics respect Common Drivers—0
Portfolio Optimization on NIFTY Thematic Sector Stocks Using an LSTM Model—0
A discussion of stochastic dominance and mean-risk optimal portfolio problems based on mean-variance-mixture models—0
Model Aggregation for Risk Evaluation and Robust Optimization—0
Precise Stock Price Prediction for Robust Portfolio Design from Selected Sectors of the Indian Stock Market—0
Discrete-time risk sensitive portfolio optimization with proportional transaction costs—0
Dynamic Portfolio Optimization with Inverse Covariance Clustering—0
Community detection and portfolio optimization—0
Mean-Covariance Robust Risk Measurement—0
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimisation—0
Efficient differentiable quadratic programming layers: an ADMM approach—0
Mesoscopic Structure of the Stock Market and Portfolio Optimization—0
Recent Advances in Reinforcement Learning in Finance—0
Deep differentiable reinforcement learning and optimal trading—0
A Surrogate Objective Framework for Prediction+Programming with Soft Constraints—0
RPS: Portfolio Asset Selection using Graph based Representation LearningCode0
On the systemic nature of global inflation, its association with equity markets and financial portfolio implications—0
Portfolio optimization with idiosyncratic and systemic risks for financial networks—0
Mean-Variance-VaR portfolios: MIQP formulation and performance analysis—0
A Universal End-to-End Approach to Portfolio Optimization via Deep Learning—0
Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models—0
Stock Portfolio Optimization Using a Deep Learning LSTM Model—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified