An Approach to Forming and Managing a Portfolio of Financial Securities by Small and Medium Price-Taking Traders in a Stock Exchange.
Alexander S. BelenkyLyudmila G. EgorovaPublished in: MCO (1) (2015)
Keyphrases
- stock market
- stock exchange
- portfolio optimization
- investment strategies
- transaction costs
- portfolio management
- financial data
- stock price
- financial markets
- stock trading
- dow jones
- short term
- financial time series
- trading strategies
- portfolio selection
- sharpe ratio
- market data
- stock index
- stock returns
- trading systems
- decision making
- chinese stock market
- black scholes
- long term
- investment decisions
- financial information
- garch model
- stock data
- problems involving