Mathematical Model for Optimizing the Composition of an Investment Portfolio for the Mexican Stock Market.
José Crispín Zavala DíazJoaquín Pérez OrtegaRodolfo A. Pazos RangelDalia Vianey Garcia V.Laura Cruz ReyesPublished in: CSO (1) (2009)
Keyphrases
- mathematical model
- stock market
- asset allocation
- investment strategies
- portfolio management
- portfolio optimization
- financial data
- stock exchange
- financial markets
- short term
- investment decisions
- stock price
- market data
- financial time series
- trading rules
- mathematical models
- control strategy
- e government
- optimal portfolio
- portfolio selection
- ant colony algorithm
- stock trading
- stock data
- financial news
- listed companies
- long term
- stock market data
- stock returns
- stock index futures
- trading strategies
- trading systems
- decision making
- foreign exchange
- neural network
- decision makers
- factor analysis
- transaction costs