Risk Contagion due to Overlapping Portfolios with Leverage Decision.
Ziyan ZhuXiaoxing LiuPublished in: Adv. Complex Syst. (2021)
Keyphrases
- decision making
- portfolio optimization
- investment decisions
- expected utility
- decision makers
- risk assessment
- risk measures
- decision rules
- risk management
- human decision making
- portfolio management
- influence diagrams
- high risk
- portfolio selection
- risk analysis
- financial markets
- risk factors
- decision model
- diffusion process
- decision theory
- risk averse
- decision problems
- partially overlapping
- genetic algorithm
- making decisions
- decision processes
- information diffusion
- decision process
- multiscale
- case study
- artificial intelligence