Portfolio Performance Evaluation with Leptokurtic Asset Returns.

Chin-Wen Wu Chou-Wen Wang Yang-Cheng Chen

Published in: HCI (29) (2023)

Keyphrases

sharpe ratio
portfolio management
portfolio optimization
portfolio theory
transaction costs
asset allocation
trading strategies
portfolio selection
decision making
preprocessing
genetic algorithm
computer vision
image segmentation
management system
dow jones