The value of knowing the market price of risk.
Katia ColaneriStefano HerzelMarco NicolosiPublished in: Ann. Oper. Res. (2021)
Keyphrases
- black scholes
- risk neutral
- risk evaluation
- decision making
- risk management
- risk aversion
- option pricing
- financial crisis
- portfolio management
- market data
- financial markets
- minimum risk
- risk assessment
- risk averse
- high risk
- stock price
- investment strategies
- investment decisions
- portfolio optimization
- stock exchange
- market share
- early warning
- risk measures
- fuzzy numbers
- business opportunities
- stock market
- utility function
- data sets
- financial data
- data mining