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
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;
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
DOI :
10.1109/ICMSS.2009.5304681
