Near-optimal asset allocation in financial markets with trading constraints.
Thijs KammaAntoon PelsserPublished in: Eur. J. Oper. Res. (2022)
Keyphrases
- financial markets
- asset allocation
- stock market
- portfolio selection
- optimal portfolio
- portfolio management
- stock price
- trading systems
- trading rules
- market data
- technical indicators
- trading strategies
- risk management
- stock exchange
- decision making
- portfolio optimization
- exchange rate
- stock data
- financial data
- short term
- association rules