Behavioral stock portfolio optimization considering holding periods of B-stocks with short-selling.

Kuo-Hwa Chang Michael Nayat Young

Published in: Comput. Oper. Res. (2019)

Keyphrases

portfolio optimization
stock market
stock price
stock exchange
stock data
portfolio management
non stationary
short term
financial data
financial time series
sharpe ratio
historical data
financial markets
news articles
exchange rate
long term
transaction costs
trading strategies
trading systems
expert systems