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
Analysis of Optimal Portfolio Management Using Hierarchical Clustering—0
Analysis of optimal portfolio on finite and small time horizons for a stochastic volatility market model—0
Analysis of optimal portfolio on finite and small-time horizons for a stochastic volatility model with multiple correlated assets—0
Anatomy of Machines for Markowitz: Decision-Focused Learning for Mean-Variance Portfolio Optimization—0
An Evolutionary Optimization Approach to Risk Parity Portfolio Selection—0
A new approach to the theory of optimal income tax—0
A new measure between sets of probability distributions with applications to erratic financial behavior—0
An intelligent algorithmic trading based on a risk-return reinforcement learning algorithm—0
A Note on Portfolio Optimization with Quadratic Transaction Costs—0
A novel multi-agent dynamic portfolio optimization learning system based on hierarchical deep reinforcement learning—0
A novel portfolio construction strategy based on the core-periphery profile of stocks—0
A novel prediction based portfolio optimization model using deep learning—0
A parsimonious neural network approach to solve portfolio optimization problems without using dynamic programming—0
Application of Black-Litterman Bayesian in Statistical Arbitrage—0
Application of maximal monotone operator method for solving Hamilton-Jacobi-Bellman equation arising from optimal portfolio selection problem—0
Application of Quantum Computers in Foreign Exchange Reserves Management—0
Aproximación práctica a los métodos de selección de portafolios de inversión—0
A Quantum Computing-based System for Portfolio Optimization using Future Asset Values and Automatic Reduction of the Investment Universe—0
Arbitrage concepts under trading restrictions in discrete-time financial markets—0
A refinement of Bennett's inequality with applications to portfolio optimization—0
A Robust Statistics Approach to Minimum Variance Portfolio Optimization—0
A Sentiment Analysis Approach to the Prediction of Market Volatility—0
A singular stochastic control approach for optimal pairs trading with proportional transaction costs—0
Asset Allocation via Machine Learning and Applications to Equity Portfolio Management—0
A Study of Correlations in the Stock Market—0
A Surrogate Objective Framework for Prediction+Programming with Soft Constraints—0
A Survey of Risk-Aware Multi-Armed Bandits—0
Asymptotic Optimal Portfolio in Fast Mean-reverting Stochastic Environments—0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified