Portfolio Optimization and Trading Strategies: a Simulation Approach.
Alessio Emanuele BiondoLaura MazzarinoDamiano RosselloPublished in: AMPM@JURIX (2021)
Keyphrases
- portfolio optimization
- trading strategies
- stock market
- sharpe ratio
- portfolio management
- problems involving
- portfolio selection
- test bed
- factor analysis
- stock exchange
- robust optimization
- risk management
- short term
- financial time series
- financial markets
- stock price
- bi objective
- expert systems
- computer programs
- long term