Heuristic Methods for Portfolio Selection at the Mexican Stock Exchange.
Cesar A. Coutino-GomezJose Torres-JimenezBrenda M. Villarreal-AnteloPublished in: IDEAL (2003)
Keyphrases
- heuristic methods
- stock exchange
- portfolio selection
- financial markets
- stock price
- stock market
- portfolio optimization
- optimal solution
- tabu search
- financial data
- financial time series
- transaction costs
- portfolio management
- efficient solutions
- robust optimization
- short term
- optimal portfolio
- multiple objectives
- historical data
- long term
- exchange rate
- knowledge discovery
- dynamic programming
- investment strategies
- objective function