ON FINANCIAL TIME SERIES DATA MINING
Mona Nazih Ali Abdel Bary;
Abstract
The portfolio selection problem has a venerable history. Markowitz (1952), one of
the creators of the modern portfolio theory, formulates the problem as a trade-off between
the expected return and the expected risk of a portfolio. For his path breaking
the creators of the modern portfolio theory, formulates the problem as a trade-off between
the expected return and the expected risk of a portfolio. For his path breaking
Other data
| Title | ON FINANCIAL TIME SERIES DATA MINING | Authors | Mona Nazih Ali Abdel Bary | Keywords | ON FINANCIAL TIME SERIES DATA MINING | Issue Date | 2011 | Description | The portfolio selection problem has a venerable history. Markowitz (1952), one of the creators of the modern portfolio theory, formulates the problem as a trade-off between the expected return and the expected risk of a portfolio. For his path breaking |
Attached Files
| File | Size | Format | |
|---|---|---|---|
| 111445r7573.pdf | 67.37 kB | Adobe PDF | View/Open |
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