Scientific articles
Ana Corberán-Vallet, Enriqueta Vercher, José V. Segura, & José D. Bermúdez (2023). A new approach to portfolio selection based on forecasting. Expert Systems with Applications, 215, 119370.
Ana Corberán-Vallet (Department of Statistics and Operations Research, University of Valencia), Enriqueta Vercher (Department of Statistics and Operations Research, University of Valencia), José V. Segura (Center of Operational Research, University Miguel Hernández of Elche) and José D. Bermúdez (Department of Statistics and Operations Research, University of Valencia)
Abstract:
In this paper we analyze the portfolio selection problem […]