Safeguarding Downside Risk in Portfolio Insurance: Navigating Swiss Stock Market Regimes with Options, Trading Signals, and Financial Products.
Sylvestre BlancEmmanuel FragnièreFrancesc NayaNils TuchschmidPublished in: FEMIB (2024)
Keyphrases
- stock market
- trading signals
- portfolio optimization
- portfolio management
- trading rules
- investment strategies
- financial data
- stock exchange
- risk management
- financial markets
- stock price
- investment decisions
- short term
- market data
- sharpe ratio
- financial time series
- listed companies
- stock index futures
- portfolio selection
- transaction costs
- stock trading
- stock returns
- non stationary
- garch model
- financial information
- chinese stock market
- financial news
- trading strategies
- trading systems
- decision support system
- decision making
- data mining
- stock data