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On portfolio management with value at risk and uncertain returns via an artificial neural network scheme.
Sahar Mohammadi
Alireza Nazemi
Published in:
Cogn. Syst. Res. (2020)
Keyphrases
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portfolio management
sharpe ratio
portfolio optimization
asset allocation
portfolio selection
decision making
financial data
transaction costs
risk management
factor analysis
data mining
metaheuristic
stock market
stock exchange