Optimization of Stock Portfolios Using Goal Programming Based on the Kalman-Filter Method
Long-term stock investment development is carried out by means of portfolio optimization. Selection of stocks for portfolios is not only based on high-value stock prices but also takes into account their fluctuations. Estimation of future stock price fluctuations has an indirect impact on future por...
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| Autores principales: | , |
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| Formato: | article |
| Lenguaje: | EN |
| Publicado: |
Department of Mathematics, UIN Sunan Ampel Surabaya
2021
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| Materias: | |
| Acceso en línea: | https://doaj.org/article/ee62478c918f4465ad388d4f1d290ef0 |
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