A MapReduce Framework for Analysing Portfolios of Catastrophic Risk with Secondary Uncertainty.

Andrew Rau-Chaplin Blesson Varghese Zhimin Yao

Published in: ICCS (2013)

Keyphrases

risk measures
mapreduce framework
portfolio optimization
risk averse
optimal portfolio
expected utility
cloud computing
robust optimization
portfolio selection
risk management
investment decisions
decision theory
data streams