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 71–80 of 428 papers

TitleStatusHype
SETN: Stock Embedding Enhanced with Textual and Network Information—0
An Evolutionary Optimization Approach to Risk Parity Portfolio Selection—0
Beating the market with a bad predictive model—0
Anatomy of Machines for Markowitz: Decision-Focused Learning for Mean-Variance Portfolio Optimization—0
A Fully Analog Pipeline for Portfolio Optimization—0
Bayesian Optimization for CVaR-based portfolio optimization—0
Before and after default: information and optimal portfolio via anticipating calculus—0
Beyond Expectations: Learning with Stochastic Dominance Made Practical—0
Bayesian Filtering for Multi-period Mean-Variance Portfolio Selection—0
Analysis of optimal portfolio on finite and small-time horizons for a stochastic volatility model with multiple correlated assets—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified