Generalizing Some Usual Risk Measures in Financial and Insurance Applications.
Jaume Belles-SamperaMontserrat GuillenMiguel SantolinoPublished in: MS (2013)
Keyphrases
- risk measures
- portfolio optimization
- risk management
- fraud detection
- risk averse
- decision support system
- stock market
- problems involving
- portfolio management
- robust optimization
- factor analysis
- stock price
- portfolio selection
- financial markets
- bi objective
- artificial intelligence
- financial data
- software projects
- probability distribution
- decision making