The Infona portal uses cookies, i.e. strings of text saved by a browser on the user's device. The portal can access those files and use them to remember the user's data, such as their chosen settings (screen view, interface language, etc.), or their login data. By using the Infona portal the user accepts automatic saving and using this information for portal operation purposes. More information on the subject can be found in the Privacy Policy and Terms of Service. By closing this window the user confirms that they have read the information on cookie usage, and they accept the privacy policy and the way cookies are used by the portal. You can change the cookie settings in your browser.
In 1950s, Markowitzs first proposed portfolio theory based on a mean-variance (MV) model to balance the risk and profit of decentralized investment. The two main inputs of MV are expected return rate and the variance of expected return rate. The expected return rate is an estimated value which is often decided by experts. Various uncertainty of stock price brings difficulties to predict return rate...
We structured classified the securities and portfolio optimization from different particles, and established the portfolio optimization model based on structural classification which can take the industry factors into consideration when making investment decisions. With the structured model, we can optimize the selection of different types of assets and control the number of assets in the portfolio...
This paper presents an automatic stock portfolio selection system. In the proposed approach, 53 financial indices are collected for each stock item and are consolidated into six financial ratios [Grey relational grades (GRGs)] using a Grey relational analysis model. The GRGs are processed using a modified form of the PBMF index method (designated as the Huang index function) to determine the optimal...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.