Investor-Stock Decoupling in Mutual Funds.
Miguel A. FerreiraMassimo MassaPedro MatosPublished in: Manag. Sci. (2018)
Keyphrases
- stock price
- stock market
- investment strategies
- input output
- stock exchange
- financial markets
- non stationary
- stock data
- financial data
- stock trading
- chinese stock market
- short term
- historical data
- exchange rate
- financial time series
- machine learning
- long term
- news articles
- portfolio optimization
- pricing model
- evolutionary algorithm