ResearchDatasetsFTSE100FTSE100FollowBenchmarksTaskDatasetSOTA methodSortMost resultsRecently updatedMost papersApplyTaskDatasetSOTA resultTrendResultsSparse Tangent Portfolio OptimizationFTSE100 (out-of-sample)1.142Sharpe Ratio21Portfolio Performance OptimizationFTSE100 Post-COVID 2022-20230.645Variance3Portfolio Performance OptimizationFTSE100 COVID 2020-20212.105Sharpe Ratio (Variance)3Portfolio Performance OptimizationFTSE100 Pre-COVID 2018-20190.959Variance3