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 201–225 of 428 papers

TitleStatusHype
Functional Constrained Optimization for Risk Aversion and Sparsity Control—0
Design and Analysis of Optimized Portfolios for Selected Sectors of the Indian Stock Market—0
A Comparative Study of Hierarchical Risk Parity Portfolio and Eigen Portfolio on the NIFTY 50 Stocks—0
Systemic Risk of Optioned Portfolios: Controllability and Optimization—0
Optimal (0,1)-Matrix Completion with Majorization Ordered Objectives (To the memory of Pravin Varaiya)—0
MetaTrader: An Reinforcement Learning Approach Integrating Diverse Policies for Portfolio Optimization—0
An intelligent algorithmic trading based on a risk-return reinforcement learning algorithm—0
Exponential utility maximization in small/large financial markets—0
Quantum Finance: a tutorial on quantum computing applied to the financial market—0
A semi-parametric dynamic conditional correlation framework for risk forecasting—0
Before and after default: information and optimal portfolio via anticipating calculus—0
Stock Performance Evaluation for Portfolio Design from Different Sectors of the Indian Stock Market—0
A hybrid level-based learning swarm algorithm with mutation operator for solving large-scale cardinality-constrained portfolio optimization problems—0
Diversification quotients: Quantifying diversification via risk measures—0
Portfolio Transformer for Attention-Based Asset Allocation—0
Balancing Profit, Risk, and Sustainability for Portfolio Management—0
ESG-Valued Portfolio Optimization and Dynamic Asset Pricing—0
A Survey of Risk-Aware Multi-Armed Bandits—0
Adaptive Composite Online Optimization: Predictions in Static and Dynamic Environments—0
Evaluating the Impact of Bitcoin on International Asset Allocation using Mean-Variance, Conditional Value-at-Risk (CVaR), and Markov Regime Switching Approaches—0
Fuzzy Expert System for Stock Portfolio Selection: An Application to Bombay Stock Exchange—0
Portfolio Optimization Using a Consistent Vector-Based MSE Estimation Approach—0
LoCoV: low dimension covariance voting algorithm for portfolio optimization—0
Application of Quantum Computers in Foreign Exchange Reserves Management—0
Economic state classification and portfolio optimisation with application to stagflationary environments—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified