On the Conditional Risk and Performance of Financially Distressed Stocks.
Michael S. O'DohertyPublished in: Manag. Sci. (2012)
Keyphrases
- stock market
- investment decisions
- high risk
- risk management
- risk factors
- market data
- investment strategies
- random field model
- dow jones
- conditional probabilities
- stock price
- minimum risk
- information systems
- databases
- decision making
- database
- stock exchange
- natural disasters
- sharpe ratio
- risk measures
- risk averse
- portfolio management
- portfolio optimization
- financial data
- early warning
- risk analysis
- financial markets
- risk assessment
- decision trees
- genetic algorithm