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 176–200 of 428 papers

TitleStatusHype
Mean-variance hybrid portfolio optimization with quantile-based risk measure—0
A Unified Framework for Fast Large-Scale Portfolio Optimization—0
Portfolio Optimization with Relative Tail Risk—0
Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets—0
Portfolio Optimization with Allocation Constraints and Stochastic Factor Market Dynamics—0
A parsimonious neural network approach to solve portfolio optimization problems without using dynamic programming—0
Finding the Optimal Currency Composition of Foreign Exchange Reserves with a Quantum Computer—0
A novel prediction based portfolio optimization model using deep learning—0
Wasserstein-Kelly Portfolios: A Robust Data-Driven Solution to Optimize Portfolio Growth—0
Analysis of optimal portfolio on finite and small-time horizons for a stochastic volatility model with multiple correlated assets—0
Risk sharing, measuring variability, and distortion riskmetrics—0
A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation—0
f-Betas and Portfolio Optimization with f-Divergence induced Risk Measures—0
A Deep Neural Network Algorithm for Linear-Quadratic Portfolio Optimization with MGARCH and Small Transaction Costs—0
Model Based Reinforcement Learning with Non-Gaussian Environment Dynamics and its Application to Portfolio Optimization—0
Dynamic CVaR Portfolio Construction with Attention-Powered Generative Factor Learning—0
Diversification quotients based on VaR and ES—0
Deep Reinforcement Learning for Asset Allocation: Reward Clipping—0
A Fast Successive QP Algorithm for General Mean-Variance Portfolio Optimization—0
Hedging Complexity in Generalization via a Parametric Distributionally Robust Optimization Framework—0
Constrained Pure Exploration Multi-Armed Bandits with a Fixed Budget—0
Metaheuristic Approach to Solve Portfolio Selection ProblemCode0
Integrating multiple sources of ordinal information in portfolio optimization—0
Langevin dynamics based algorithm e-THO POULA for stochastic optimization problems with discontinuous stochastic gradientCode0
Functional Constrained Optimization for Risk Aversion and Sparsity Control—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified