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Titolo:
CONTROLLING THE COMPLEXITY OF INVESTMENT DECISIONS USING QUALITATIVE REASONING TECHNIQUES
Autore:
BENAROCH M; DHAR V;
Indirizzi:
SYRACUSE UNIV,SCH MANAGEMENT,SUIT 400 SYRACUSE NY 13244 NYU,STERN SCH BUSINESS,CTR MANAGEMENT EDUC NEW YORK NY 10012
Titolo Testata:
Decision support systems
fascicolo: 2, volume: 15, anno: 1995,
pagine: 115 - 131
SICI:
0167-9236(1995)15:2<115:CTCOID>2.0.ZU;2-D
Fonte:
ISI
Lingua:
ENG
Keywords:
QUALITATIVE REASONING (QR); QUALITATIVE REASONING TECHNIQUES; QUALITATIVE SIMULATION (QSIM); QUALITATIVE SYNTHESIS (QSYN); INVESTMENT DECISIONS; FINANCIAL RISK MANAGEMENT; PAYOFF-PROFILE; RISK MANAGEMENT VEHICLE; VEHICLE CONFIGURATION; FINANCIAL INSTRUMENTS;
Tipo documento:
Article
Natura:
Periodico
Settore Disciplinare:
CompuMath Citation Index
Science Citation Index Expanded
Science Citation Index Expanded
Science Citation Index Expanded
Citazioni:
13
Recensione:
Indirizzi per estratti:
Citazione:
M. Benaroch e V. Dhar, "CONTROLLING THE COMPLEXITY OF INVESTMENT DECISIONS USING QUALITATIVE REASONING TECHNIQUES", Decision support systems, 15(2), 1995, pp. 115-131

Abstract

Assembling financial instruments such as equities, bonds, options, and other derivatives into a portfolio requires a thorough understandingof how the portfolio will behave in response to changes of specific economic variables and parameters of the instruments. With more information about a more diverse set of instruments becoming available to traders, it is becoming important to limit the complexity of the analysisinvolved. We show how this complexity can be limited by using qualitative analysis, where the objective is to construct a few good vehicleswhich can then be analyzed quantitatively. We illustrate how two qualitative reasoning techniques - qualitative simulation and qualitative synthesis - are used to design investment vehicles for risk managementpurposes. These techniques are currently employed by a prototype expert system that aims at assisting traders solving a risk management problem called hedging.

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Documento generato il 19/09/20 alle ore 08:05:55