Quantifying the yield of risk-bearing IT-portfolios.
R. J. PetersChris VerhoefPublished in: Sci. Comput. Program. (2008)
Keyphrases
- portfolio optimization
- investment decisions
- risk management
- risk factors
- portfolio selection
- decision making
- high risk
- investment strategies
- risk assessment
- minimum risk
- risk measures
- real time
- risk analysis
- risk averse
- portfolio management
- image segmentation
- credit risk
- early warning
- expected utility
- genetic algorithm
- databases