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Optimizing Investment Strategies with Lazy Factor and Probability Weighting: A Price Portfolio Forecasting and Mean-Variance Model with Transaction Costs Approach.

Shuo HanYinan ChenJiacheng Liu
Published in: SMC (2023)
Keyphrases
  • transaction costs
  • investment strategies
  • probabilistic model
  • portfolio optimization
  • evolutionary algorithm
  • long term
  • long run
  • portfolio selection