Risk Conscious Investment

descriptionPublicationkeyboard_double_arrow_right Article 01 Jan 2022 Belgium English Publisher:Elsevier BVJournal:SSRN Electronic Journal (eissn: 1556-5068,

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Authors: Madan, Dilip B.; Schoutens, Wim; Wang, King;

doi: 10.2139/ssrn.4197305 , 10.1080/14697688.2024.2398607

Risk Conscious Investment

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Country

Belgium

Related Organizations

KU Leuven
Belgium
University of Maryland, College Park
United States

Keywords

Mathematics, Interdisciplinary Applications, Economics, PORTFOLIO OPTIMIZATION, Measure distortions, 38 Economics, Social Sciences, LEVY PROCESSES, Acceptable risk, JUMPS, Business & Economics, Quantization, 35 Commerce, management, tourism and services, STOCHASTIC DIFFERENTIAL-EQUATIONS, 01 Mathematical Sciences, 14 Economics, Probability distortions, Science & Technology, 15 Commerce, Management, Tourism and Services, Social Sciences, Mathematical Methods, Business, Finance, Acceptability index, Physical Sciences, 49 Mathematical sciences, Mathematics, Mathematical Methods In Social Sciences, Gaussian process regression, Finance

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