Portfolio Optimization and Trading Strategies: a Simulation Approach

Alessio Emanuele Biondo, Laura Mazzarino, Damiano Rossello. Portfolio Optimization and Trading Strategies: a Simulation Approach. In Giovanni Sileno, Christoph Becker 0004, Nicola Lettieri, editors, Proceedings of the 1st Workshop on Agent-based Modeling and Policy-Making (AMPM2021) co-located with 34th International Conference on Legal Knowledge and Information Systems (JURIX2021), Virtual Event, Vulnius, Lithuania, 8th December, 2021. Volume 3182 of CEUR Workshop Proceedings, CEUR-WS.org, 2021. [doi]

Abstract

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