Portfolio selection and optimization through neural networks and Markowitz model : a case of Pakistan stock exchange listed companies
Javed Iqbal, Moeed Ahmad Sandhu, Shaheera Amin, Aliya Manzoor
| 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
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| Subject: | Artificial Neural Networks | Information Ratio | Optimal Portfolio | Portfolio Constraints | Pakistan Stock Exchange | PSX Listed Companies | Sharpe Ratio | Portfolio-Management | Portfolio selection | Pakistan | Neuronale Netze | Neural networks | Aktiengesellschaft | Listed company | Börsenhandel | Stock exchange trading | Aktienmarkt | Stock market | Theorie | Theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.26710/reads.v5i1.354 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012053302