Using parametric classification trees for model selection with applications to financial risk management
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 | Theorie | Theory | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection |
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