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 301–350 of 428 papers

TitleStatusHype
Risk Aware Benchmarking of Large Language Models—0
Risk Guarantees for End-to-End Prediction and Optimization Processes—0
Risk management in multi-objective portfolio optimization under uncertainty—0
Risk of Transfer Learning and its Applications in Finance—0
Risk-Sensitive Credit Portfolio Optimization under Partial Information and Contagion Risk—0
Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching—0
Risk-Sensitive Reinforcement Learning: a Martingale Approach to Reward Uncertainty—0
Risk sharing, measuring variability, and distortion riskmetrics—0
RM-CVaR: Regularized Multiple β-CVaR Portfolio—0
Robo-Advising: Enhancing Investment with Inverse Optimization and Deep Reinforcement Learning—0
Robust Optimization Approaches for Portfolio Selection: A Computational and Comparative Analysis—0
Robust Portfolio Optimization—0
Robust portfolio optimization for recommender systems considering uncertainty of estimated statistics—0
Robust portfolio optimization model for electronic coupon allocation—0
Robust portfolio optimization with multi-factor stochastic volatility—0
Robust Target Localization in 2D: A Value-at-Risk Approach—0
Robust Utility Maximization in a Multivariate Financial Market with Stochastic Drift—0
Robust Utility Maximization with L\'evy Processes—0
Sample Average Approximation for Portfolio Optimization under CVaR constraint in an (re)insurance context—0
Scaling properties of extreme price fluctuations in Bitcoin markets—0
Second Order Multiscale Stochastic Volatility Asymptotics: Stochastic Terminal Layer Analysis & Calibration—0
Sectoral portfolio optimization by judicious selection of financial ratios via PCA—0
Semi-metric portfolio optimization: a new algorithm reducing simultaneous asset shocks—0
Semiparametric Dynamic Copula Models for Portfolio Optimization—0
Set risk measures—0
Simplex Decomposition for Portfolio Allocation Constraints in Reinforcement Learning—0
Singular Perturbation Expansion for Utility Maximization with Order-ε Quadratic Transaction Costs—0
Smart network based portfolios—0
Solving the Optimal Trading Trajectory Problem Using a Quantum Annealer—0
Solving the Optimal Trading Trajectory Problem Using Simulated Bifurcation—0
Sparse High-Order Portfolios via Proximal DCA and SCA—0
Sparse Portfolio Selection via the sorted _1-Norm—0
Sports Betting: an application of neural networks and modern portfolio theory to the English Premier League—0
Statistical applications of the 20/60/20 rule in risk management and portfolio optimization—0
Stochastic Optimal Control of Iron Condor Portfolios for Profitability and Risk Management—0
Stock Embeddings Acquired from News Articles and Price History, and an Application to Portfolio Optimization—0
Stock market as temporal network—0
Stock Performance Evaluation for Portfolio Design from Different Sectors of the Indian Stock Market—0
Stock Portfolio Optimization Using a Deep Learning LSTM Model—0
Model Based Reinforcement Learning with Non-Gaussian Environment Dynamics and its Application to Portfolio Optimization—0
Sub- and Super-solution Approach to Accuracy Analysis of Portfolio Optimization Asymptotics in Multiscale Stochastic Factor Market—0
Supervised classification-based stock prediction and portfolio optimization—0
Systematic comparison of deep generative models applied to multivariate financial time series—0
Systematic Review on Reinforcement Learning in the Field of Fintech—0
Systemic Risk of Optioned Portfolios: Controllability and Optimization—0
Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets—0
Temporal Representation Learning for Stock Similarities and Its Applications in Investment Management—0
The Application of Imperialist Competitive Algorithm for Fuzzy Random Portfolio Selection Problem—0
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimisation—0
The Robust Merton Problem of an Ambiguity Averse Investor—0
Show:102550
← PrevPage 7 of 9Next →

Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified