Portfolio diversification in the sovereign credit swap markets.
Andrea ConsiglioSomayyeh LotfiStavros A. ZeniosPublished in: Ann. Oper. Res. (2018)
Keyphrases
- market data
- credit scoring
- graph cuts
- tabu search
- portfolio selection
- electronic markets
- financial markets
- social semantic desktop
- electronic commerce
- portfolio management
- market equilibrium
- decision making
- search result diversification
- investment strategies
- transaction costs
- market conditions
- double auction
- credit card
- market share
- portfolio optimization
- data mining
- financial institutions
- trading strategies
- credit risk
- portfolio theory
- genetic algorithm