Performance Evaluation of Equal-Weight Portfolio and Optimum Risk Portfolio on Indian Stocks.
Abhiraj SenJaydip SenPublished in: CoRR (2023)
Keyphrases
- market data
- portfolio management
- portfolio optimization
- investment strategies
- investment decisions
- sharpe ratio
- decision making
- stock market
- portfolio theory
- transaction costs
- portfolio selection
- var model
- stock price
- asset allocation
- financial data
- stock exchange
- financial markets
- efficient frontier
- non stationary
- data sets
- genetic algorithm
- optimal solution
- multi objective
- risk averse
- utility function
- risk factors
- real time
- robust optimization