An enhanced decision support approach for learning and tracking derivative index
Dexiang Wu, Desheng Dash Wu
| 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) | Kreditderivat | Credit derivative | Risikomanagement | Derivat | Derivative | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Aktienindex | Stock index | Theorie | Theory | Index | Index number |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.omega.2018.10.021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012118649