A Risk Measure with Conditional Expectation and Portfolio Optimization with Fuzzy Uncertainty.
Xiaoxian MaJilin QuJianquan SunPublished in: BIFE (2009)
Keyphrases
- portfolio optimization
- conditional expectation
- robust optimization
- decision theory
- risk measures
- portfolio management
- portfolio selection
- problems involving
- factor analysis
- expected utility
- risk management
- decision making
- mathematical programming
- artificial intelligence
- stock market
- stock price
- bi objective
- optimization methods
- utility function
- cost function
- decision theoretic
- stock exchange
- face recognition