A Novel Portfolio Optimization Based on Funds Allocation with Short Selling Using GNQTS Algorithm and Trend Ratio
碩士 === 國立暨南國際大學 === 資訊工程學系 === 107 === When investing in the stock market, investors first encounter the stock selection problem. Therefore, selecting a potential combination of stocks is a problem worth investigating. One commonly-used risk indicator is the Sharpe ratio. However, it defies the logi...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/78jus4 |