Risk budgeting portfolios from simulations.
Bernardo Freitas Paulo da CostaSilvana M. PesentiRodrigo S. TarginoPublished in: Eur. J. Oper. Res. (2023)
Keyphrases
- portfolio optimization
- investment decisions
- risk management
- minimum risk
- risk assessment
- database
- high risk
- decision making
- website
- simulation model
- key factors
- retail banking
- optimal portfolio
- risk measures
- risk averse
- mathematical analysis
- expected utility
- simulation environment
- decision support system
- multi objective
- three dimensional
- image processing
- computer vision
- real world
- data sets