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 176–200 of 428 papers

TitleStatusHype
From Factor Models to Deep Learning: Machine Learning in Reshaping Empirical Asset Pricing—0
Functional Constrained Optimization for Risk Aversion and Sparsity Control—0
Functional portfolio optimization in stochastic portfolio theory—0
Fusion of Sentiment and Asset Price Predictions for Portfolio Optimization—0
Fuzzy Expert System for Stock Portfolio Selection: An Application to Bombay Stock Exchange—0
Balancing Profit, Risk, and Sustainability for Portfolio Management—0
Generative Machine Learning for Multivariate Equity Returns—0
Dynamic Portfolio Optimization via Augmented DDPG with Quantum Price Levels-Based Trading Strategy—0
Green portfolio optimization: A scenario analysis and stress testing based novel approach for sustainable investing in the paradigm Indian markets—0
Guided Learning: Lubricating End-to-End Modeling for Multi-stage Decision-making—0
Hedge Error Analysis In Black Scholes Option Pricing Model: An Asymptotic Approach Towards Finite Difference—0
Hedging Complexity in Generalization via a Parametric Distributionally Robust Optimization Framework—0
Hierarchical Minimum Variance Portfolios: A Theoretical and Algorithmic Approach—0
Portfolio Optimization based on Neural Networks Sensitivities from Assets Dynamics respect Common Drivers—0
High-dimensional Portfolio Optimization using Joint Shrinkage—0
Analysis of optimal portfolio on finite and small time horizons for a stochastic volatility market model—0
Hopfield Networks for Asset Allocation—0
Pontryagin-Guided Deep Learning for Large-Scale Constrained Dynamic Portfolio Choice—0
Improved Regret Bounds for Tracking Experts with Memory—0
A Framework for Finding Local Saddle Points in Two-Player Zero-Sum Black-Box Games—0
A Comprehensive Review: Applicability of Deep Neural Networks in Business Decision Making and Market Prediction Investment—0
Dynamic investment portfolio optimization using a Multivariate Merton Model with Correlated Jump Risk—0
Integrating multiple sources of ordinal information in portfolio optimization—0
Integrating prediction in mean-variance portfolio optimization—0
Dynamic intertemporal utility optimization by means of Riccati transformation of Hamilton-Jacobi Bellman equation—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified