An enhanced decision support approach for learning and tracking derivative index
Year of publication: |
2019
|
---|---|
Authors: | Wu, Dexiang ; Wu, Desheng Dash |
Published in: |
Omega : the international journal of management science. - Oxford [u.a.] : Elsevier, ISSN 0305-0483, ZDB-ID 124502-8. - Vol. 88.2019, p. 63-76
|
Subject: | Robust optimization | Risk management | Index tracking | Credit default swap (CDS) | Theorie | Theory | Kreditderivat | Credit derivative | Risikomanagement | Derivat | Derivative | Portfolio-Management | Portfolio selection | Aktienindex | Stock index | Finanzdienstleistung | Financial services | Swap |
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