A State-of-the-Art Review of Probabilistic Portfolio Management for Future Stock Markets

Portfolio management has long been one of the most significant challenges in large- and small-scale investments alike. The primary objective of portfolio management is to make investments with the most favorable rate of return and the lowest amount of risk. On the other hand, time series prediction...

Full description

Bibliographic Details
Main Authors: Longsheng Cheng, Mahboubeh Shadabfar, Arash Sioofy Khoojine
Format: Article
Language:English
Published: MDPI AG 2023-02-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/11/5/1148