A Hybrid Model for Portfolio Optimization Based on Stock Clustering and Different Investment Strategies

In today's dynamic business environment, in order to compete in the market, financial institutes are trying to find the best portfolio policy that in turn leads to an increase in the return and a decrease in the risk for the investors. The objective of this study is to develop a portfolio consi...

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Bibliographic Details
Main Authors: Siamak Goudarzi, Mohammad Javad Jafari, Amir Afsar
Format: Article
Language:English
Published: EconJournals 2017-09-01
Series:International Journal of Economics and Financial Issues
Subjects:
Online Access:https://dergipark.org.tr/tr/pub/ijefi/issue/32021/354305?publisher=http-www-cag-edu-tr-ilhan-ozturk