Portfolio selection and optimization through neural networks and Markowitz model : a case of Pakistan stock exchange listed companies
Year of publication: |
2019
|
---|---|
Authors: | Iqbal, Javed ; Sandhu, Moeed Ahmad ; Amin, Shaheera ; Manzoor, Aliya |
Published in: |
Review of economics and development studies. - Multan, Pakistan : SPCRD Global Publishing, ISSN 2519-9706, ZDB-ID 2930172-5. - Vol. 5.2019, 1, p. 183-196
|
Subject: | Artificial Neural Networks | Information Ratio | Optimal Portfolio | Portfolio Constraints | Pakistan Stock Exchange | PSX Listed Companies | Sharpe Ratio | Pakistan | Portfolio-Management | Portfolio selection | Neuronale Netze | Neural networks | Aktiengesellschaft | Listed company | Aktienmarkt | Stock market | Börse | Bourse | Theorie | Theory |
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