Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Xin Jie Cheam"'
Publikováno v:
SMC
Selecting the best combination of stocks with low risk and high return simultaneously is a significant challenge for investors. The Sharpe ratio is a common way to evaluate the performance of portfolios. However, the Sharp ratio has some defects such
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1c1c71f18111a09e6c88fe8ed5cc9740
https://doi.org/10.1109/smc.2019.8914008
https://doi.org/10.1109/smc.2019.8914008
Publikováno v:
SMC
When investing in the stock market, investors first encounter the stock selection problem. Therefore, how to select a potential combination of stocks is a problem worth investigate. One commonly-used risk indicator is the Sharpe ratio. However, it de
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2e1ecaf7beea36edcf09f3c38de58180
https://doi.org/10.1109/smc.2018.00271
https://doi.org/10.1109/smc.2018.00271