Lower Risks, Better Choices: Stock Correlation Based Portfolio Selection in Stock Markets.
Di LuoWeiheng LiaoRui YanPublished in: WWW (Companion Volume) (2023)
Keyphrases
- stock market
- portfolio selection
- financial markets
- stock price
- portfolio optimization
- stock data
- stock trading
- short term
- stock exchange
- financial institutions
- portfolio management
- trading rules
- market data
- financial data
- financial time series
- stock returns
- stock market data
- decision making
- trading systems
- risk management
- optimal portfolio
- robust optimization
- transaction costs
- garch model
- long term
- financial information
- chinese stock market