Search results for "Choice problem"

showing 4 items of 4 documents

Optimal Dynamic Portfolio Risk Management

2016

Numerous econometric studies report that financial asset volatilities and correlations are time-varying and predictable. Over the past decade, this knowledge has stimulated increasing interest in various dynamic portfolio risk control techniques. The two basic types of risk control techniques are: risk control across assets and risk control over time. At present, the two types of risk control techniques are not implemented simultaneously. There has been surprisingly little theoretical study of optimal dynamic portfolio risk management. In this paper, the author fills this gap in the literature by formulating and solving the multi-period portfolio choice problem. In terms of dynamic portfoli…

010407 polymersEconomics and EconometricsApplication portfolio managementComputer scienceFinancial assetControl (management)Diversification (finance)01 natural sciencesSpectral risk measureAccounting0502 economics and businessEconomicsEconometricsCapital asset pricing modelChoice problemModern portfolio theoryRisk managementActuarial science050208 financebusiness.industry05 social sciencesGeneral Business Management and AccountingPortfolio risk0104 chemical sciencesReplicating portfolioRisk ControlPortfolioPortfolio optimizationbusinessFinanceThe Journal of Portfolio Management
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The best choice problem with an unknown number of objects

1993

The secretary problem with a known prior distribution of the number of candidates is considered. Ifp(i)=p(N=i),i ∈ [α, β] ∩ ℕ, whereα=inf{i ∈ℕ:p(i) > 0} andβ=sup{i ∈ℕ:p(i)≳0}, is the prior distribution of the numberN of candidates it will be shown that, if the optimal stopping rule is of the simple form, then the optimal stopping indexj=minΓ satisfies asymptotically (asβ → ∞) the equationj=exp $${{\left[ {\left( {\sum\limits_{i = max(\alpha ,j)}^\beta {p(i) \log (i)/i} } \right)} \right]} \mathord{\left/ {\vphantom {{\left[ {\left( {\sum\limits_{i = max(\alpha ,j)}^\beta {p(i) \log (i)/i} } \right)} \right]} {\left. {\left( {\sum\limits_{i = max(\alpha ,j)}^\beta {p(i)/i} } \right) - 1} \ri…

CombinatoricsStopping setGeneral MathematicsStopping ruleCalculusOptimal stopping ruleManagement Science and Operations ResearchChoice problemSoftwareMathematicsZOR Zeitschrift f�r Operations Research Methods and Models of Operations Research
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HUMAN BEHAVIOR IN A MULTI-CRITERIA CHOICE PROBLEM WITH INDIVIDUAL TASKS OF DIFFERENT DIFFICULTIES

2003

This paper is devoted to a laboratory study of human behavior in a multi-criteria choice problem. The specific feature of the experimental study is the creation of an individually adjusted instance of a general task for each subject in accordance with his/her preferences over each criterion. Human behavior is studied in a specially constructed choice situation based on the decomposition of the alternatives of a multi-criteria problem. The procedure is based on multiple steps of pair-wise comparisons involving only some (two or three) of the original components of the alternatives. Abilities of subjects to use such comparisons and to answer the questions in a logical way are tested. The exp…

Computer sciencebusiness.industrySubject (documents)Machine learningcomputer.software_genreTask (project management)Multi criteriaComputer Science (miscellaneous)Feature (machine learning)Decomposition (computer science)Artificial intelligencebusinessChoice problemcomputerInternational Journal of Information Technology & Decision Making
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Warren Buffett versus Zvi Bodie: Should You Buy Or Sell Put Options?

2021

Academics and investment professionals often disagree when it comes to investment advice. Legendary investor Warren Buffett is a proponent of time diversification and firmly believes that stocks are less risky in the long run. Therefore, he often sells long-term put options instead of buying them for portfolio protection. By contrast, the famous finance professor Zvi Bodie argues that time diversification is a fallacy and, therefore, his advice to fund managers is to buy long-term portfolio insurance. In this article, we consider the optimal portfolio choice problem for a loss-averse investor. First, we demonstrate that our loss-averse investor subscribes to the principle of time diversific…

Fallacy010407 polymers050208 financeFinancial economicsbusiness.industry05 social sciencesDiversification (finance)Investment (macroeconomics)01 natural sciences0104 chemical sciencesPortfolio insurance0502 economics and businessEconomicsGeneral Earth and Planetary SciencesPortfoliobusinessChoice problemRisk managementModern portfolio theoryGeneral Environmental ScienceThe Journal of Wealth Management
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