Monitoring Stock Market Returns

DOI10.17535/CRORR.2022.0005zbMath1500.91131OpenAlexW4285496703MaRDI QIDQ5106114

Violeta Cvetkoska, Igor Ivanovski, Filip Peovski, Predrag Trpeski

Publication date: 16 September 2022

Published in: Croatian operational research review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.17535/crorr.2022.0005

zbMATH Keywords

Markov processesstock marketportfolio theoryoperational research

Mathematics Subject Classification ID

Portfolio theory (91G10) Financial markets (91G15)

Cites Work

• The profitability in the FTSE 100 index: a new Markov chain approach
• Operations Research
• Forecasting portfolio-Value-at-Risk with mixed factorial hidden Markov models
• Application of Markov chains in managing human potentials

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