A process control approach to investment risk.
Leonard C. MacLeanYonggan ZhaoWilliam T. ZiembaPublished in: CIFEr (2003)
Keyphrases
- process control
- investment decisions
- risk aversion
- control system
- portfolio management
- decision making
- intelligent control
- product quality
- semiconductor manufacturing
- manufacturing process
- investment strategies
- asset allocation
- expected utility
- high risk
- risk averse
- risk management
- real estate investment
- minimum risk
- risk measures
- return on investment
- risk analysis
- risk assessment
- long run
- utility function
- real option
- control charts
- market data
- cost benefit
- var model