DEVELOPING A MODULAR PORTFOLIO SELECTION MODEL FOR SHORT-TERM AND LONGTERM MARKET TRENDS AND MASS PSYCHOLOGY

<p>ENGLISH ABSTRACT: In an effort to model stock markets, many researchers have developed portfolio selection models to maximise investor satisfaction. However, this field still needs more accurate and comprehensive models. Development of these models is difficult because of unpredicta...

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Bibliographic Details
Main Authors: M. Jasemi, A.M. Kimiagari
Format: Article
Language:English
Published: Stellenbosch University 2012-01-01
Series:South African Journal of Industrial Engineering
Subjects:
Online Access:http://sajie.journals.ac.za/pub/article/view/34