Portfolio optimization in the stock market under disruptions: Real case studies of COVID-19 pandemic and currency risk.
Amir Hossein KamaliSeyed Hossein IranmaneshFariba GoodarzianPublished in: Eng. Appl. Artif. Intell. (2024)
Keyphrases
- portfolio optimization
- stock market
- case study
- stock exchange
- portfolio management
- stock price
- short term
- risk measures
- risk management
- financial data
- long term
- financial time series
- stock index futures
- stock returns
- robust optimization
- financial markets
- problems involving
- portfolio selection
- factor analysis
- investment decisions
- supply chain
- optimization methods
- garch model
- development process