Constructing an Investment Fund through Stock Clustering and Integer Programming
Fuente:
arXiv
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| Autores principales: | , |
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| Formato: | Preprint |
| Publicado: |
2024
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| Acceso en línea: | |
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| _version_ | 1866929428557201408 |
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| author | Gharanchaei, Maysam Khodayari Panda, Prabhu Prasad |
| author_facet | Gharanchaei, Maysam Khodayari Panda, Prabhu Prasad |
| contents | This paper focuses on the application of quantitative portfolio management by using integer programming and clustering techniques. Investors seek to gain the highest profits and lowest risk in capital markets. A data-oriented analysis of US stock universe is used to provide portfolio managers a device to track different Exchange Traded Funds. As an example, reconstructing of NASDAQ 100 index fund is presented. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2407_05912 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Constructing an Investment Fund through Stock Clustering and Integer Programming Gharanchaei, Maysam Khodayari Panda, Prabhu Prasad Portfolio Management Optimization and Control This paper focuses on the application of quantitative portfolio management by using integer programming and clustering techniques. Investors seek to gain the highest profits and lowest risk in capital markets. A data-oriented analysis of US stock universe is used to provide portfolio managers a device to track different Exchange Traded Funds. As an example, reconstructing of NASDAQ 100 index fund is presented. |
| title | Constructing an Investment Fund through Stock Clustering and Integer Programming |
| topic | Portfolio Management Optimization and Control |
| url | https://arxiv.org/abs/2407.05912 |