Selection of an Investment Portfolio by Means of a Mathematical Model of Optimization Applied to Mexican Stock-Market in Period of Debacle.
José Crispín Zavala DíazDalia V. Garcia-VillagomezJorge A. Ruiz-VanoyeOcotlán Díaz-ParraPublished in: NCM (2009)
Keyphrases
- mathematical model
- stock market
- portfolio optimization
- investment strategies
- short term
- portfolio management
- trading rules
- mathematical models
- decision making
- ant colony algorithm
- financial data
- stock index futures
- investment decisions
- robust optimization
- mathematical modeling
- stock exchange
- control strategy
- stock price
- financial time series
- optimization algorithm
- matlab simulink
- optimization problems
- stock returns
- long term
- global optimization
- e government
- financial information
- stock market data