Optimal Portfolios for Financial Markets with Wishart Volatility.
Nicole BäuerleZejing LiPublished in: J. Appl. Probab. (2013)
Keyphrases
- financial markets
- portfolio selection
- investment strategies
- stock market
- stock price
- market data
- early warning
- portfolio optimization
- risk management
- trading rules
- portfolio theory
- technical indicators
- stock exchange
- trading systems
- supply chain
- dynamic programming
- information systems
- co occurrence
- agent based modeling
- long term
- decision making
- stock returns
- databases