A Simple View on the Interval and Fuzzy Portfolio Selection Problems. [PDF]
Entropy (Basel), 2020 Kaczmarek K, Dymova L, Sevastjanov P.
europepmc +1 more source
A Riemannian Geometry Theory of Synergy Selection for Visually-Guided Movement. [PDF]
Vision (Basel), 2021 Neilson PD, Neilson MD, Bye RT.
europepmc +1 more source
Exploitation of Information as a Trading Characteristic: A Causality-Based Analysis of Simulated and Financial Data. [PDF]
Entropy (Basel), 2020 Kyrtsou C, Mikropoulou C, Papana A.
europepmc +1 more source
Tri-Criterion Model for Constructing Low-Carbon Mutual Fund Portfolios: A Preference-Based Multi-Objective Genetic Algorithm Approach. [PDF]
Int J Environ Res Public Health, 2020 Hilario-Caballero A +3 more
europepmc +1 more source
The present review of (financial) risk measures, prepared for the Encyclopaedia of Actuarial Science, first distinguishes two conceptions of risk. Risk of the first kind conceives risk as the magnitude of (one- or two-sided) deviations from a target ...
Albrecht, Peter
core
A novel two-phase robust portfolio selection and optimization approach under uncertainty: A case study of Tehran stock exchange. [PDF]
PLoS One, 2020 Peykani P +4 more
europepmc +1 more source
Conservation Payments under Risk: A Stochastic Dominance Approach [PDF]
Conservation payments can be used to preserve forest and agroforest systems in developing countries. To explain landowners’ land-use decisions and determine the appropriate conservation payments, it is necessary to focus on risk associated with ...
G. Cornelis van Kooten +3 more
core
Pessimistic portfolio allocation and Choquet expected utility [PDF]
Recent developments in the theory of choice under uncertainty and risk yield a pessimistic decision theory that replaces the classical expected utility criterion with a Choquet expectation that accentuates the likelihood of the least favorable outcomes ...
Gilbert W. Bassett Jr +2 more
core
A Monte Carlo-Based Framework for Two-Stage Stochastic Programming: Application to Bond Portfolio Optimization. [PDF]
Entropy (Basel)Albaqami H, Mrad M, Gharbi A, Subasi MM.
europepmc +1 more source