• DocumentCode
    2171301
  • Title

    Stock Market Index Tracking

  • Author

    Wu, Liang-Chuan ; Wu, Liang-Hong

  • Author_Institution
    Inst. of Electron. Commerce, Nat. Chung Hsing Univ. Taichung, Taichung, Taiwan
  • fYear
    2009
  • fDate
    20-22 Sept. 2009
  • Firstpage
    1
  • Lastpage
    4
  • Abstract
    The paper contributes to the literature in two ways. For academics, we present original discussions on combining an interdisciplinary mean variance model and a goal programming method. For practitioners, we present an original discussion on using a DSS to support index investing. The results of an empirical survey of the Taiwan stock market are also presented.
  • Keywords
    decision support systems; economic indicators; investment; mathematical programming; stock markets; DSS; goal programming method; interdisciplinary mean variance model; investment; stock market index tracking; Decision support systems; Electronic commerce; Finance; Functional programming; Investments; Portfolios; Stock markets;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Management and Service Science, 2009. MASS '09. International Conference on
  • Conference_Location
    Wuhan
  • Print_ISBN
    978-1-4244-4638-4
  • Electronic_ISBN
    978-1-4244-4639-1
  • Type

    conf

  • DOI
    10.1109/ICMSS.2009.5304681
  • Filename
    5304681
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2171301