A Fuzzy Ranking Strategy for Portfolio Selection Applied to the Spanish Stock Market.
José D. BermúdezJosé Vicente SeguraEnriqueta VercherPublished in: FUZZ-IEEE (2007)
Keyphrases
- stock market
- portfolio selection
- financial markets
- portfolio optimization
- trading strategies
- stock price
- stock trading
- chinese stock market
- decision making
- stock exchange
- financial data
- short term
- trading rules
- financial time series
- transaction costs
- probability distribution
- portfolio management
- long term
- objective function