Price volatility and risk with non-separability of preferences.

Burkhard Drees Bernhard Eckwert

Published in: Math. Soc. Sci. (2000)

Keyphrases

financial crisis
decision making
stock market
stock price
user preferences
high risk
risk management
dimensionality reduction
investment strategies
early warning
risk measures
portfolio optimization
minimum risk
natural disasters
financial time series
financial data
high dimensional