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 401–428 of 428 papers

TitleStatusHype
Solving the Optimal Trading Trajectory Problem Using a Quantum Annealer—0
Dynamic portfolio strategy using clustering approach—0
Replica approach to mean-variance portfolio optimization—0
Conditional Analysis and a Principal-Agent problem—0
Portfolio Optimization Problem with Non-identical Variances of Asset Returns using Statistical Mechanical Informatics—0
Minimal Investment Risk of Portfolio Optimization Problem with Budget and Investment Concentration Constraints—0
Methods for Sparse and Low-Rank Recovery under Simplex Constraints—0
Portfolio Optimization under Shortfall Risk Constraint—0
Optimal trading strategies - a time series approach—0
Robust Utility Maximization with L\'evy Processes—0
Dynamic portfolio selection without risk-free assets—0
Portfolio Optimization in the Stochastic Portfolio Theory Framework—0
Multistage Portfolio Optimization: A Duality Result in Conic Market Models—0
Robust Portfolio Optimization—0
Second Order Multiscale Stochastic Volatility Asymptotics: Stochastic Terminal Layer Analysis & Calibration—0
Portfolio optimization using local linear regression ensembles in RapidMiner—0
Portfolio Optimization under Local-Stochastic Volatility: Coefficient Taylor Series Approximations & Implied Sharpe Ratio—0
Portfolio OptimizationCode0
Portfolio optimization for heavy-tailed assets: Extreme Risk Index vs. Markowitz—0
A Study of Correlations in the Stock Market—0
A Robust Statistics Approach to Minimum Variance Portfolio Optimization—0
The Robust Merton Problem of an Ambiguity Averse Investor—0
Optimal strategies of investment in a linear stochastic model of market—0
Relation between Financial Market Structure and the Real Economy: Comparison between Clustering Methods—0
An Evolutionary Optimization Approach to Risk Parity Portfolio Selection—0
Supervised classification-based stock prediction and portfolio optimization—0
The Application of Imperialist Competitive Algorithm for Fuzzy Random Portfolio Selection Problem—0
Optimal Web-Scale Tiering as a Flow Problem—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified