ResearchTasksSparse Tangent Portfolio OptimizationSparse Tangent Portfolio OptimizationFollowBenchmarksDatasetSOTA methodSortMost resultsRecently updatedMost papersApplyDatasetSOTA methodMetricTrendResultsLast updatedNikkei225 (out-of-sample)DFL (Ours)0.946Sharpe Ratio21Jul 2, 2026KOSPI200 (out-of-sample)DFL (Ours)2.098Sharpe Ratio21Jul 2, 2026FTSE100 (out-of-sample)SD-relaxation1.142Sharpe Ratio21Jul 2, 2026EuroStoxx50 (out-of-sample)SD-relaxation1.116Sharpe Ratio21Jul 2, 2026