SUB-ADDITIVE RECURSIVE "MATCHING" NOISE AND BIASES IN RISK-WEIGHTED INDEX CALCULATION METHODS IN INCOMPLETE MARKETS WITH PARTIALLY OBSERVABLE MULTI-ATTRIBUTE PREFERENCES (Q2864863): Difference between revisions

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scientific article

Language	Label	Description	Also known as
English	SUB-ADDITIVE RECURSIVE "MATCHING" NOISE AND BIASES IN RISK-WEIGHTED INDEX CALCULATION METHODS IN INCOMPLETE MARKETS WITH PARTIALLY OBSERVABLE MULTI-ATTRIBUTE PREFERENCES	scientific article

Statements

instance of

scholarly article

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title

SUB-ADDITIVE RECURSIVE "MATCHING" NOISE AND BIASES IN RISK-WEIGHTED INDEX CALCULATION METHODS IN INCOMPLETE MARKETS WITH PARTIALLY OBSERVABLE MULTI-ATTRIBUTE PREFERENCES (English)

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zbMATH Open document ID

1408.91242

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DOI

10.1142/S1793830913500201

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author

Michael Nwogugu

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published in

Discrete Mathematics, Algorithms and Applications

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publication date

26 November 2013

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full work available at URL

https://arxiv.org/abs/2005.01708

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Mathematics Subject Classification ID

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evolutionary computation

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asset allocation

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risk management

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complexity

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decision analysis

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index theory

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MaRDI profile type

MaRDI publication profile

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Comparing downside risk measures for heavy tailed distributions

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WHY THE RETURN NOTION MATTERS

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Portfolio management without probabilities or statistics

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The exchangeable multinomial model as an approach to testing deterministic axioms of choice and measurement

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Recursive smooth ambiguity preferences

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Further critique of GARCH/ARMA/VAR/EVT Stochastic-Volatility models and related approaches

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An Economic Index of Riskiness

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Investment volatility: A critique of standard beta estimation and a simple way forward

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Rethinking Rigor in Calculus: The Role of the Mean Value Theorem

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On the diversity of equity markets

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OpenAlex ID

W3122438878

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Sitelinks

Mathematics(1 entry)

mardi Publication:2864863

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+WHY THE RETURN NOTION MATTERS
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@@ Property / cites work @@
+Portfolio management without probabilities or statistics
+Normal rank
@@ Property / cites work @@
+The exchangeable multinomial model as an approach to testing deterministic axioms of choice and measurement
+Normal rank
@@ Property / cites work @@
+Recursive smooth ambiguity preferences
@@ Property / cites work: Recursive smooth ambiguity preferences / rank @@
+Normal rank
@@ Property / cites work @@
+Further critique of GARCH/ARMA/VAR/EVT Stochastic-Volatility models and related approaches
+Normal rank
@@ Property / cites work @@
+An Economic Index of Riskiness
@@ Property / cites work: An Economic Index of Riskiness / rank @@
+Normal rank
@@ Property / cites work @@
+Investment volatility: A critique of standard beta estimation and a simple way forward
+Normal rank
@@ Property / cites work @@
+Rethinking Rigor in Calculus: The Role of the Mean Value Theorem
+Normal rank
@@ Property / cites work @@
+On the diversity of equity markets
@@ Property / cites work: On the diversity of equity markets / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3122438878
@@ Property / OpenAlex ID: W3122438878 / rank @@
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