Optimal portfolio strategies benchmarking the stock market.
Abdelali GabihWilfried GreckschMatthias RichterRalf WunderlichPublished in: Math. Methods Oper. Res. (2006)
Keyphrases
- stock market
- short term
- optimal portfolio
- trading strategies
- portfolio selection
- financial markets
- stock price
- stock exchange
- trading rules
- stock trading
- financial data
- financial time series
- investment strategies
- stock index futures
- stock data
- financial news
- long term
- garch model
- stock market data
- optimal strategy
- portfolio optimization
- decision makers