Portfolio Optimization in Both Long and Short Selling Trading Using Trend Ratios and Quantum-Inspired Evolutionary Algorithms
Stock selection is the first problem that investors encounter when investing in the stock market and is paramount. The Sharpe ratio is a common assessment strategy. However, the Sharpe ratio considers an uptrend portfolio high risk because it assesses portfolio risk using standard deviations. Hence,...
Guardado en:
| Autores principales: | , , |
|---|---|
| Formato: | article |
| Lenguaje: | EN |
| Publicado: |
IEEE
2021
|
| Materias: | |
| Acceso en línea: | https://doaj.org/article/553a5e8d562a4f738737c55bd0a1d365 |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Sea el primero en dejar un comentario!