Interactive Socially Responsible Portfolio Selection: An Application to the Spanish Stock Market.
Jose Manuel CabelloFrancisco RuizPaz Méndez-RodríguezBlanca Pérez-GladishPublished in: INFOR Inf. Syst. Oper. Res. (2014)
Keyphrases
- stock market
- portfolio selection
- financial markets
- portfolio optimization
- stock price
- short term
- trading rules
- stock exchange
- portfolio management
- market data
- financial time series
- stock trading
- stock returns
- robust optimization
- stock index futures
- financial data
- transaction costs
- investment strategies
- stock data
- chinese stock market
- long term
- optimal portfolio