A System for Efficient Portfolio Management


In this work we perform an automatic data survey to draw up an optimum portfolio, and to automate the one year forecast of a portfolio’s payoff and risk, showing the advantages of using formally grounded models in portfolio management and adopting a strategy that ensures, a high rate of return at a minimum risk. The use of neural networks provides an… (More)
DOI: 10.1007/978-3-540-77226-2_98


5 Figures and Tables

Cite this paper

@inproceedings{Batista2007ASF, title={A System for Efficient Portfolio Management}, author={Vivian F. L{\'o}pez Batista and Luis Alonso and Mar{\'i}a N. Moreno Garc{\'i}a and Saddys Segrera and Alfredo Belloso}, booktitle={IDEAL}, year={2007} }