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
Distributionally Robust Prescriptive Analytics with Wasserstein Distance—0
Efficient Reinforcement Learning in Resource Allocation Problems Through Permutation Invariant Multi-task Learning—0
Beating the market with a bad predictive model—0
Empirical estimator of diversification quotient—0
Asymptotic Optimal Portfolio in Fast Mean-reverting Stochastic Environments—0
End-to-End Risk Budgeting Portfolio Optimization with Neural Networks—0
Epoch-based Application of Problem-Aware Operators in a Multiobjective Memetic Algorithm for Portfolio Optimization—0
ESG-Valued Portfolio Optimization and Dynamic Asset Pricing—0
Discrete-time risk sensitive portfolio optimization with proportional transaction costs—0
Expected Utility Maximization and Conditional Value-at-Risk Deviation-based Sharpe Ratio in Dynamic Stochastic Portfolio Optimization—0
Exploratory Mean-Variance Portfolio Optimization with Regime-Switching Market Dynamics—0
Exponential utility maximization in small/large financial markets—0
Factor-MCLS: Multi-agent learning system with reward factor matrix and multi-critic framework for dynamic portfolio optimization—0
Asset and Factor Risk Budgeting: A Balanced Approach—0
Fast Empirical Scenarios—0
f-Betas and Portfolio Optimization with f-Divergence induced Risk Measures—0
FDR-Controlled Portfolio Optimization for Sparse Financial Index Tracking—0
A Survey of Risk-Aware Multi-Armed Bandits—0
Economic state classification and portfolio optimisation with application to stagflationary environments—0
Finding Near-Optimal Portfolios With Quality-Diversity—0
Finding the Optimal Currency Composition of Foreign Exchange Reserves with a Quantum Computer—0
Fine-Tuning Large Language Models for Stock Return Prediction Using Newsflow—0
Forecasting VaR and ES using a joint quantile regression and implications in portfolio allocation—0
Fractal Optimization of Market Neutral Portfolio—0
Dynamic Black-Litterman—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified