Keyphrases
- portfolio management
- investment strategies
- var model
- asset allocation
- risk aversion
- investment decisions
- portfolio optimization
- decision making
- portfolio selection
- empirical evidence
- risk management
- risk averse
- hong kong
- transaction costs
- utility function
- impulse response
- market data
- learning algorithm
- information retrieval
- stock market
- risk assessment
- cost benefit
- sharpe ratio
- developed countries
- stock exchange
- evidential reasoning
- high risk
- risk factors
- video sequences