Advanced strategies of portfolio management in the Heston market model
type: Item
instance of: scholarly article
title: Advanced strategies of portfolio management in the Heston market model
author: Jarosław Gruszka
author: Janusz Szwabiński
published in: Physica A
publication date: 2022-01-20T00:00:00Z
full work available at URL: https://arxiv.org/abs/2007.13879
Mathematics Subject Classification ID: 82-XX
zbMATH DE Number: 7460592
zbMATH Keywords: portfolio management
zbMATH Keywords: diversification
zbMATH Keywords: MACD
zbMATH Keywords: RSI
MaRDI profile type: Publication
OpenAlex ID: W3046022318
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DOI: 10.1016/J.PHYSA.2021.125978
description: scientific article; zbMATH DE number 7460592