Keyphrases
- portfolio management
- portfolio optimization
- decision making
- investment decisions
- portfolio theory
- risk factors
- risk management
- optimal portfolio
- market data
- investment strategies
- high risk
- var model
- asset allocation
- portfolio selection
- multiscale
- machine learning
- sharpe ratio
- efficient frontier
- risk measures
- wireless sensor networks
- risk assessment
- factor analysis
- minimum risk
- stock market
- transaction costs
- risk analysis
- convex functions