Using parametric classification trees for model selection with applications to financial risk management
CJ Adcock, N Meade
| Year of publication: |
1 June 2017
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|---|---|
| Authors: | Adcock, C. J. ; Meade, Nigel |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 259.2017, 2 (1.6.), p. 746-765
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| Subject: | Finance | Classification | Persistance | Risk-management | Skew-student | Risikomanagement | Risk management | Theorie | Theory | Klassifikation | Portfolio-Management | Portfolio selection | Zeitreihenanalyse | Time series analysis | Finanzrisiko | Financial risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2016.10.051 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011661808