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Application of a general risk management model to portfolio optimization problems with elliptical distributed returns for risk neutral and risk averse decision makers.

机译：将通用风险管理模型应用于具有椭圆分布收益的投资组合优化问题，供风险中性和规避风险的决策者使用。

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Kaynar B.; Birbil S.I. (Ilker); Frenk J.B.G. (Hans);
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年度 2007
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5. Calibration of multivariate generalized hyperbolic distributions using the EM algorithm, with applications in risk management, portfolio optimization and portfolio credit risk. [D] . Hu, Wenbo. 2005

机译：使用EM算法校准多元广义双曲线分布，并应用于风险管理，投资组合优化和投资组合信用风险。
6. Decisions for Others Are Less Risk-Averse in the Gain Frame and Less Risk-Seeking in the Loss Frame Than Decisions for the Self [O] . Xiangyi Zhang, Yi Liu, Xiyou Chen, -1

机译：相对于自己的决定对他人的决策在收益框架中的风险规避性较小在损失框架中的风险寻求性较小
7. Application of a general risk management model to portfolio optimization problems with elliptical distributed returns for risk neutral and risk averse decision makers. [O] . Kaynar B., Birbil S.I., Frenk J.B.G. 100

机译：一般风险管理模型在风险中性和风险厌恶决策者的椭圆分布式收益投资组合优化问题中的应用。

Application of a general risk management model to portfolio optimization problems with elliptical distributed returns for risk neutral and risk averse decision makers.

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