How the investor's risk preferences influence the optimal allocation in a credibilistic portfolio problem.
Irina GeorgescuJani KinnunenPublished in: CoRR (2019)
Keyphrases
- optimal allocation
- portfolio theory
- investment decisions
- asset allocation
- portfolio management
- decision making
- portfolio optimization
- optimal portfolio
- portfolio selection
- resource allocation
- social welfare
- stock market
- probability ranking principle
- key factors
- financial data
- user preferences
- expected utility
- stock price
- var model
- cooperative
- risk management
- financial markets
- genetic programming
- wireless sensor networks
- neural network