Portfolio Optimisation Using Risky Assets with Options as Derivative Insurance.
Mohd A. MaasarDiana RomanParesh DatePublished in: SCOR (2016)
Keyphrases
- transaction costs
- portfolio management
- portfolio selection
- investment strategies
- stock exchange
- risk management
- asset allocation
- genetic algorithm
- financial markets
- investment decisions
- optimisation algorithm
- decision making
- option pricing
- search strategies
- hidden markov models
- fraud detection
- database
- long term
- website
- portfolio optimization
- artificial intelligence
- real world
- market data
- multi objective optimisation
- real time