Stock portfolio selection using aspiration level-oriented procedure: real case on the RM-SYSTEM Czech stock exchange.
Petr FialaAdam BorovickaPublished in: Central Eur. J. Oper. Res. (2022)
Keyphrases
- stock exchange
- portfolio selection
- stock price
- stock market
- financial markets
- portfolio optimization
- transaction costs
- stock trading
- financial time series
- financial data
- stock data
- non stationary
- short term
- portfolio management
- chinese stock market
- black scholes
- exchange rate
- convertible bonds
- robust optimization
- trading systems
- multiple objectives
- historical data
- dynamic programming
- news articles
- investment strategies