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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 251–300 of 428 papers

TitleStatusHype
Portfolio optimization for heavy-tailed assets: Extreme Risk Index vs. Markowitz—0
Portfolio Optimization in a Market with Hidden Gaussian Drift and Randomly Arriving Expert Opinions: Modeling and Theoretical Results—0
Portfolio Optimization in Fractional and Rough Heston Models—0
Portfolio optimization in the case of an exponential utility function and in the presence of an illiquid asset—0
Portfolio Optimization in the Stochastic Portfolio Theory Framework—0
Portfolio Optimization Managing Value at Risk under Heavy Tail Return, using Stochastic Maximum Principle—0
Portfolio Optimization of 40 Stocks Using the DWave Quantum Annealer—0
Portfolio Optimization of 60 Stocks Using Classical and Quantum Algorithms—0
Portfolio Optimization on Multivariate Regime Switching GARCH Model with Normal Tempered Stable Innovation—0
Portfolio Optimization on NIFTY Thematic Sector Stocks Using an LSTM Model—0
Portfolio Optimization on the Dispersion Risk and the Asymmetric Tail Risk—0
Portfolio Optimization Problem with Non-identical Variances of Asset Returns using Statistical Mechanical Informatics—0
Portfolio Optimization Rules beyond the Mean-Variance Approach—0
Portfolio Optimization under Fast Mean-reverting and Rough Fractional Stochastic Environment—0
Portfolio Optimization under Local-Stochastic Volatility: Coefficient Taylor Series Approximations & Implied Sharpe Ratio—0
Portfolio Optimization under Shortfall Risk Constraint—0
Portfolio Optimization under Transaction Costs with Recursive Preferences—0
Portfolio Optimization Using a Consistent Vector-Based MSE Estimation Approach—0
Portfolio optimization using local linear regression ensembles in RapidMiner—0
Portfolio Optimization using Predictive Auxiliary Classifier Generative Adversarial Networks with Measuring Uncertainty—0
Portfolio Optimization with 2D Relative-Attentional Gated Transformer—0
Portfolio Optimization with Allocation Constraints and Stochastic Factor Market Dynamics—0
Portfolio Optimization with Entropic Value-at-Risk—0
Portfolio optimization with idiosyncratic and systemic risks for financial networks—0
Portfolio Optimization with Relative Tail Risk—0
Portfolio Optimization with Robust Covariance and Conditional Value-at-Risk Constraints—0
Portfolio Optimization with Sparse Multivariate Modelling—0
Portfolio optimization with two coherent risk measures—0
Portfolio optimization with two quasiconvex risk measures—0
Portfolio Transformer for Attention-Based Asset Allocation—0
Power-law Portfolios—0
Practical Portfolio Optimization with Metaheuristics:Pre-assignment Constraint and Margin Trading—0
Precise Stock Price Prediction for Robust Portfolio Design from Selected Sectors of the Indian Stock Market—0
Preference Robust Optimization with Quasi-Concave Choice Functions in Multi-Attribute Decision-Making: Characterization and Computation—0
Probabilistic Forecast-based Portfolio Optimization of Electricity Demand at Low Aggregation Levels—0
Prospects and challenges of quantum finance—0
Quantum computing approach to realistic ESG-friendly stock portfolios—0
Quantum Finance: a tutorial on quantum computing applied to the financial market—0
Quantum-Inspired Portfolio Optimization In The QUBO Framework—0
Quantum Portfolio Optimization with Investment Bands and Target Volatility—0
Quantum Stochastic Walks for Portfolio Optimization: Theory and Implementation on Financial Networks—0
Randomized Signature Methods in Optimal Portfolio Selection—0
Random matrix approach for primal-dual portfolio optimization problems—0
Recent Advances in Reinforcement Learning in Finance—0
Relation between Financial Market Structure and the Real Economy: Comparison between Clustering Methods—0
Relationship between optimal portfolios which can maximize and minimize the expected return—0
Replica Analysis for the Duality of the Portfolio Optimization Problem—0
Replica approach to mean-variance portfolio optimization—0
Residual Switching Network for Portfolio Optimization—0
Reweighted Price Relative Tracking System for Automatic Portfolio Optimization—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified