STRATEGIC PORTFOLIO REBALANCING: INTEGRATING PREDICTIVE MODELS AND ADAPTIVE OPTIMIZATION OBJECTIVES IN DYNAMIC MARKET
Outperforming the stock market is challenging because of its uncertainty, which requires different strategies to manage the stock portfolio depending on market conditions. This study proposes a novel portfolio management strategy using appropriate optimization objectives for different stock market t...
Saved in:
| Main Author: | |
|---|---|
| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/84349 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |