Work

Selection of Negative Correlative Pairs to Build an Annual Rebalancing Portfolio

Year: 2024

Type: conference-paper

Source: International Conference on Electrical, Control and Instrumentation Engineering (ICECIE)

DOI: 10.1109/icecie63774.2024.10815696

Authors: Yuan-Long Peng, Yu-Cheng Mao

Institution: National Chiayi University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

Funder: International Science and Technology Center

Award: G6547589160

OpenAlex ID: W4405935500

FWCI:

Cites: 6

Cited by:

Related to: 10