Investment and financing for SMEs with a partial guarantee and jump risk.
Pengfei LuoHuamao WangZhaojun YangPublished in: Eur. J. Oper. Res. (2016)
Keyphrases
- venture capital
- risk aversion
- investment decisions
- portfolio management
- decision making
- financial crisis
- supply chain
- risk averse
- technological innovation
- risk management
- markov chain
- small and medium sized enterprises
- asset allocation
- risk assessment
- long run
- utility function
- small and medium enterprises
- risk analysis
- high risk
- credit risk
- minimum risk
- portfolio optimization
- risk measures
- market data
- real estate investment
- return on investment
- natural disasters
- database
- knowledge management
- expert systems
- search engine
- information retrieval
- data mining
- neural network