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

Showing 7180 of 428 papers

TitleStatusHype
A discussion of stochastic dominance and mean-risk optimal portfolio problems based on mean-variance-mixture models0
A Comparative Study of Hierarchical Risk Parity Portfolio and Eigen Portfolio on the NIFTY 50 Stocks0
A refinement of Bennett's inequality with applications to portfolio optimization0
Arbitrage concepts under trading restrictions in discrete-time financial markets0
A Quantum Computing-based System for Portfolio Optimization using Future Asset Values and Automatic Reduction of the Investment Universe0
Aproximación práctica a los métodos de selección de portafolios de inversión0
A Krasnoselskii-Mann Proximity Algorithm for Markowitz Portfolios with Adaptive Expected Return Level0
Application of Quantum Computers in Foreign Exchange Reserves Management0
Application of maximal monotone operator method for solving Hamilton-Jacobi-Bellman equation arising from optimal portfolio selection problem0
A hybrid level-based learning swarm algorithm with mutation operator for solving large-scale cardinality-constrained portfolio optimization problems0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1Unverified