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person:"Rockinger, Michael"
~person:"Wu, Dexiang"
~subject:"Portfolio selection"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio selection
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Rockinger, Michael
Wu, Dexiang
Caldeira, João F.
5
Sant'Anna, Leonardo Riegel
5
Filomena, Tiago Pascoal
4
Platen, Eckhard
4
Wagner, Niklas F.
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Omega : the international journal of management science
2
International journal of production economics
1
The review of financial studies
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ECONIS (ZBW)
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A decision support approach for two-stage multi-objective index tracking using improved lagrangian decomposition
Wu, Dexiang
;
Wu, Desheng Dash
- In:
Omega : the international journal of management science
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012151704
Saved in:
2
An enhanced decision support approach for learning and tracking derivative index
Wu, Dexiang
;
Wu, Desheng Dash
- In:
Omega : the international journal of management science
88
(
2019
),
pp. 63-76
Persistent link: https://www.econbiz.de/10012118649
Saved in:
3
A constrained cluster-based approach for tracking the S&P 500 index
Wu, Dexiang
;
Kwon, Roy H.
;
Costa, Giorgio
- In:
International journal of production economics
193
(
2017
),
pp. 222-243
Persistent link: https://www.econbiz.de/10011758344
Saved in:
4
Extreme value dependence in financial markets : diagnostics, models, and financial implications
Poon, Ser-Huang
;
Rockinger, Michael
;
Twan, Jonathan
- In:
The review of financial studies
17
(
2004
)
2
,
pp. 581-610
Persistent link: https://www.econbiz.de/10002028108
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