ResearchBenchmarksConstrained Portfolio Optimization on Portfolio Management factor model, N=500 assetsConstrained Portfolio Optimization on Portfolio Management factor model, N=500 assetsFollow47.7Mean ReturnUnconstrained11.09220.59630.139.604Jun 15, 2026Evaluation resultsMethodMethodLinksMean ReturnFeasibilityMean ViolationEffective Number (Neff)EntropyTop-1 CountUnconstrained2026.0647.7760.0024.24.68159DPS2026.0633.3700.00044.54.91202PDI–MCSampling=Monte CarloSampling=Monte Carlo2026.0619.5920.000115.95.23240PDI–NetArchitecture=Neural Ne...Architecture=Neural Network2026.0618.991016.34.57151PDL2026.0616.596021.85.78376PDM2026.0612.5100063.23.88100