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 126–150 of 428 papers

TitleStatusHype
Design and Analysis of Optimized Portfolios for Selected Sectors of the Indian Stock Market—0
D-TIPO: Deep time-inconsistent portfolio optimization with stocks and options—0
A Fast Successive QP Algorithm for General Mean-Variance Portfolio Optimization—0
A Universal End-to-End Approach to Portfolio Optimization via Deep Learning—0
Diversification quotients based on VaR and ES—0
A Unified Framework for Fast Large-Scale Portfolio Optimization—0
A semi-parametric dynamic conditional correlation framework for risk forecasting—0
A Comparative Study of Portfolio Optimization Methods for the Indian Stock Market—0
Diversification quotients: Quantifying diversification via risk measures—0
Distributionally Robust Prescriptive Analytics with Wasserstein Distance—0
Double Descent in Portfolio Optimization: Dance between Theoretical Sharpe Ratio and Estimation Accuracy—0
Doubly Robust Mean-CVaR Portfolio—0
DSPO: An End-to-End Framework for Direct Sorted Portfolio Construction—0
Asymptotic Optimal Portfolio in Fast Mean-reverting Stochastic Environments—0
Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress)—0
Dynamic intertemporal utility optimization by means of Riccati transformation of Hamilton-Jacobi Bellman equation—0
Dynamic investment portfolio optimization using a Multivariate Merton Model with Correlated Jump Risk—0
Discrete-time risk sensitive portfolio optimization with proportional transaction costs—0
Dynamic Portfolio Optimization via Augmented DDPG with Quantum Price Levels-Based Trading Strategy—0
Dynamic Portfolio Optimization with Inverse Covariance Clustering—0
Dynamic Portfolio Rebalancing: A Hybrid new Model Using GNNs and Pathfinding for Cost Efficiency—0
Dynamic portfolio selection without risk-free assets—0
Dynamic portfolio strategy using clustering approach—0
Dynamic Term Structure Models with Nonlinearities using Gaussian Processes—0
A Survey of Risk-Aware Multi-Armed Bandits—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified