Strategic portfolio rebalancing: Integrating predictive models and adaptive optimization objectives in a dynamic market

Strategic portfolio rebalancing: Integrating predictive models and adaptive optimization objectives in a dynamic market

Adjusting investment strategy is one of the ways to handle dynamic market conditions. This study proposes a novel portfolio management strategy using appropriate optimization objectives for different stock market trends while also incorporating market trends and stock return predictions The optimiza...

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Bibliographic Details
Main Authors: Adeline Clarissa, Deddy Priatmodjo Koesrindartoto
Format: Article
Language:English
Published: LLC "CPC "Business Perspectives" 2024-08-01
Series:Investment Management & Financial Innovations
Subjects:
Indonesia
portfolio management
return prediction
stock market trend
Online Access:https://www.businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/20603/IMFI_2024_03_Clarissa.pdf
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https://www.businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/20603/IMFI_2024_03_Clarissa.pdf

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