Idiosyncratic risk and financial policy.
Andrés CarvajalHerakles M. PolemarchakisPublished in: J. Econ. Theory (2011)
Keyphrases
- risk management
- financial risk
- portfolio optimization
- credit risk
- financial crisis
- risk analysis
- risk assessment
- risk evaluation
- financial data
- decision making
- opportunity cost
- investment decisions
- financial information
- high risk
- policy making
- optimal policy
- portfolio management
- risk factors
- financial institutions
- stock market
- neural network
- allocation policy
- risk measures
- data sets
- early warning
- asymptotically optimal
- stock price
- action selection
- risk averse
- control policy
- financial markets
- expected utility
- machine learning
- sharpe ratio