Risk and potential: an asset allocation framework with applications to robo-advising

DOI10.1007/S40305-022-00400-0OpenAlexW4282976996MaRDI QIDQ2676163

Xiao Qiao, Moris S. Strub, Xiangyu Cui, Li, Duan

Publication date: 27 September 2022

Published in: Journal of the Operations Research Society of China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40305-022-00400-0

zbMATH Keywords

potentialriskportfolio choicemean-varianceexpected utility maximizationmean-risk optimizationFinTechrobo-advising

Mathematics Subject Classification ID

Utility theory (91B16) Portfolio theory (91G10)

Related Items (3)

Predictable forward performance processes: Infrequent evaluation and applications to human‐machine interactions ⋮ Portfolio selection with exploration of new investment assets ⋮ Optimal performance of a tontine overlay subject to withdrawal constraints

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