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

Recently AddedMost HypedMost ActiveNeeds VerificationMost Verified

Showing 251–300 of 428 papers

TitleStatusHype
Mean-Covariance Robust Risk Measurement—0
Mean Field Games for Optimal Investment Under Relative Performance Criteria—0
Mean-variance hybrid portfolio optimization with quantile-based risk measure—0
Mean-Variance Portfolio Management with Functional Optimization—0
Mean-Variance-VaR portfolios: MIQP formulation and performance analysis—0
Merton's portfolio problem under Volterra Heston model—0
Mesoscopic Structure of the Stock Market and Portfolio Optimization—0
MetaTrader: An Reinforcement Learning Approach Integrating Diverse Policies for Portfolio Optimization—0
Methods for Sparse and Low-Rank Recovery under Simplex Constraints—0
MILLION: A General Multi-Objective Framework with Controllable Risk for Portfolio Management—0
Minimal Investment Risk of Portfolio Optimization Problem with Budget and Investment Concentration Constraints—0
Minimal Investment Risk with Cost and Return Constraints: A Replica Analysis—0
MMiC: Mitigating Modality Incompleteness in Clustered Federated Learning—0
Model Aggregation for Risk Evaluation and Robust Optimization—0
Model-based Deep Reinforcement Learning for Dynamic Portfolio Optimization—0
Model-Free Reinforcement Learning for Financial Portfolios: A Brief Survey—0
Modeling asset allocation strategies and a new portfolio performance score—0
MOPO-LSI: A User Guide—0
Multi-Hypothesis Prediction for Portfolio Optimization: A Structured Ensemble Learning Approach to Risk Diversification—0
Multimodal Deep Reinforcement Learning for Portfolio Optimization—0
Multi-period Mean-Buffered Probability of Exceedance in Defined Contribution Portfolio Optimization—0
Multi-Period Portfolio Optimization: Translation of Autocorrelation Risk to Excess Variance—0
Multi-Period Portfolio Optimization using Model Predictive Control with Mean-Variance and Risk Parity Frameworks—0
Multiscale Asymptotic Analysis for Portfolio Optimization under Stochastic Environment—0
Multiscale Markowitz—0
Multistage Portfolio Optimization: A Duality Result in Conic Market Models—0
Multivariate Affine GARCH with Heavy Tails: A Unified Framework for Portfolio Optimization and Option Valuation—0
Neural networks-based backward scheme for fully nonlinear PDEs—0
Neural-Progressive Hedging: Enforcing Constraints in Reinforcement Learning with Stochastic Programming—0
Nonstationary Portfolios: Diversification in the Spectral Domain—0
Numerical Solution of Dynamic Portfolio Optimization with Transaction Costs—0
On Accelerating Large-Scale Robust Portfolio Optimization—0
On Unified Adaptive Portfolio Management—0
On Asymptotic Log-Optimal Buy-and-Hold Strategy—0
On Capital Allocation under Information Constraints—0
On Extreme Value Asymptotics of Projected Sample Covariances in High Dimensions with Applications in Finance and Convolutional Networks—0
On the solution uniqueness in portfolio optimization and risk analysis—0
On the systemic nature of global inflation, its association with equity markets and financial portfolio implications—0
Optimal (0,1)-Matrix Completion with Majorization Ordered Objectives (To the memory of Pravin Varaiya)—0
Neural Network Approach to Portfolio Optimization with Leverage Constraints:a Case Study on High Inflation Investment—0
Optimal Convergence Trading with Unobservable Pricing Errors—0
Optimal Payoff under the Generalized Dual Theory of Choice—0
Optimal portfolios with anticipating information on the stochastic interest rate—0
Optimal Portfolio with Power Utility of Absolute and Relative Wealth—0
Optimal shrinkage-based portfolio selection in high dimensions—0
Optimal strategies of investment in a linear stochastic model of market—0
Optimal trading strategies - a time series approach—0
Optimal Web-Scale Tiering as a Flow Problem—0
Optimization of portfolios with cryptocurrencies: Markowitz and GARCH-Copula model approach—0
Pairs Trading under Drift Uncertainty and Risk Penalization—0
Show:102550
← PrevPage 6 of 9Next →

Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified