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 81–90 of 428 papers

TitleStatusHype
Application of Black-Litterman Bayesian in Statistical Arbitrage—0
A parsimonious neural network approach to solve portfolio optimization problems without using dynamic programming—0
Dynamic CVaR Portfolio Construction with Attention-Powered Generative Factor Learning—0
A Deep Neural Network Algorithm for Linear-Quadratic Portfolio Optimization with MGARCH and Small Transaction Costs—0
A Comparative Analysis of Portfolio Optimization Using Mean-Variance, Hierarchical Risk Parity, and Reinforcement Learning Approaches on the Indian Stock Market—0
A novel prediction based portfolio optimization model using deep learning—0
A novel portfolio construction strategy based on the core-periphery profile of stocks—0
A Graphical Global Optimization Framework for Parameter Estimation of Statistical Models with Nonconvex Regularization Functions—0
Clustering Time Series Data with Gaussian Mixture Embeddings in a Graph Autoencoder Framework—0
A novel multi-agent dynamic portfolio optimization learning system based on hierarchical deep reinforcement learning—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified