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