Risk management of time varying floors for dynamic portfolio insurance.

Hatem Ben Ameur Jean-Luc Prigent

Published in: Eur. J. Oper. Res. (2018)

Keyphrases

risk management
portfolio optimization
risk assessment
decision support system
risk evaluation
risk analysis
information security management
operational risk
commercial banks
project management
software projects
risk factors
decision makers
software engineering
decision making
data model
case study