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 151–175 of 428 papers

TitleStatusHype
Doubly Robust Mean-CVaR Portfolio—0
Choosing a Proxy Metric from Past Experiments—0
A monotone numerical integration method for mean-variance portfolio optimization under jump-diffusion models—0
Analysis of Optimal Portfolio Management Using Hierarchical Clustering—0
D-TIPO: Deep time-inconsistent portfolio optimization with stocks and options—0
ChatGPT-based Investment Portfolio Selection—0
Portfolio Optimization in a Market with Hidden Gaussian Drift and Randomly Arriving Expert Opinions: Modeling and Theoretical Results—0
Transfer Learning for Portfolio Optimization—0
Mean Field Games for Optimal Investment Under Relative Performance Criteria—0
Portfolio Optimization: A Comparative Study—0
Sports Betting: an application of neural networks and modern portfolio theory to the English Premier League—0
Fast Empirical Scenarios—0
On Unified Adaptive Portfolio Management—0
MOPO-LSI: A User Guide—0
Robust Target Localization in 2D: A Value-at-Risk Approach—0
Efficient Solution of Portfolio Optimization Problems via Dimension Reduction and SparsificationCode0
Combining Reinforcement Learning and Barrier Functions for Adaptive Risk Management in Portfolio Optimization—0
A Comparative Analysis of Portfolio Optimization Using Mean-Variance, Hierarchical Risk Parity, and Reinforcement Learning Approaches on the Indian Stock Market—0
Green portfolio optimization: A scenario analysis and stress testing based novel approach for sustainable investing in the paradigm Indian markets—0
Dynamic Term Structure Models with Nonlinearities using Gaussian Processes—0
Portfolio Optimization Rules beyond the Mean-Variance Approach—0
Systematic Review on Reinforcement Learning in the Field of Fintech—0
Portfolio Optimization using Predictive Auxiliary Classifier Generative Adversarial Networks with Measuring Uncertainty—0
Probabilistic Forecast-based Portfolio Optimization of Electricity Demand at Low Aggregation Levels—0
Neural Network Approach to Portfolio Optimization with Leverage Constraints:a Case Study on High Inflation Investment—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified