An integrated TOPSIS and ARAS method multi-criteria decision-making approach for optimizing investment portfolios using goal programming and genetic algorithm model. [PDF]
Sci RepPisal P +6 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
Evaluation of risk preferences and coping strategies to manage with various agricultural risks: evidence from India. [PDF]
Heliyon, 2020 Senapati AK.
europepmc +1 more source
Robust Estimation and Forecasting of the Capital Asset Pricing Model [PDF]
In this paper, we develop a modified maximum likelihood (MML) estimator for the multiple linear regression model with underlying student t distribution.
Guorui Bian +2 more
core
Novel methods for selecting stock portfolio in conditions of uncertainty and forecasting with RR-DEA, ANFIS, FGP: A case study of Tehran stock exchange. [PDF]
PLoS OneTaheri M +3 more
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ORDINARY AND GENERALIZED STOCHASTIC DOMINANCE: A PRIMER [PDF]
Research Methods/ Statistical Methods,
Eidman, Vernon R. +3 more
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Enhancing portfolio management using artificial intelligence: literature review. [PDF]
Front Artif IntellSutiene K +9 more
europepmc +1 more source
Between Nonlinearities, Complexity, and Noises: An Application on Portfolio Selection Using Kernel Principal Component Analysis. [PDF]
Entropy (Basel), 2019 Peng Y +3 more
europepmc +1 more source
Expected utility without utility [PDF]
This paper advances an interpretation of Von Neumann–Morgenstern’s expected utility model for preferences over lotteries which does not require the notion of a cardinal utility over prizes and can be phrased entirely in the language of probability ...
Erio Castagnoli, Marco LiCalzi
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