A statistical view of universal stock market portfolios.
Cengiz Y. BelentepeAbraham J. WynerPublished in: ISIT (2005)
Keyphrases
- stock market
- portfolio optimization
- short term
- stock exchange
- trading rules
- stock price
- investment strategies
- financial markets
- financial time series
- financial news
- long term
- stock data
- financial data
- stock trading
- stock index futures
- stock market data
- transaction costs
- listed companies
- portfolio selection
- portfolio management
- neural network
- chinese stock market
- evaluation method
- data mining