Optimum Risk Portfolio and Eigen Portfolio: A Comparative Analysis Using Selected Stocks from the Indian Stock Market.
Jaydip SenSidra MehtabPublished in: CoRR (2021)
Keyphrases
- stock market
- portfolio optimization
- investment strategies
- portfolio management
- stock exchange
- trading rules
- stock price
- market data
- financial data
- short term
- transaction costs
- financial markets
- investment decisions
- stock returns
- decision making
- stock index futures
- sharpe ratio
- financial time series
- stock trading
- stock market data
- trading strategies
- portfolio selection
- stock data
- financial news
- feature space
- trading systems
- bi objective
- empirical studies
- neural network