Matches in SemOpenAlex for { <https://semopenalex.org/work/W4225673896> ?p ?o ?g. }
Showing items 1 to 67 of
67
with 100 items per page.
- W4225673896 abstract "Risk management is very important for individual investors or companies. There are many ways to measure the risk of investment. Prices of risky assets vary rapidly and randomly due to the complexity of finance market. Random interval is a good tool to describe uncertainty with both randomness and imprecision. Considering the uncertainty of financial market, we employ random intervals to describe the returns of a risk asset and consider the tail risk, which is called the interval-valued Conditional Value at Risk (ICVaR, for short). Such an ICVaR is a risk measure and satisfies subadditivity. Under the new risk measure ICVaR, as a manner similar to the classical portfolio model of Markowitz, optimal interval-valued portfolio selection models are built. Based on the real data from mainland Chinese stock market, the case study shows that our models are interpretable and consistent with the practical scenarios." @default.
- W4225673896 created "2022-05-05" @default.
- W4225673896 creator A5036913519 @default.
- W4225673896 creator A5079415778 @default.
- W4225673896 date "2022-01-09" @default.
- W4225673896 modified "2023-09-29" @default.
- W4225673896 title "Portfolio selection models based on interval-valued conditional value at risk (ICVaR) and empirical analysis" @default.
- W4225673896 doi "https://doi.org/10.48550/arxiv.2201.02987" @default.
- W4225673896 hasPublicationYear "2022" @default.
- W4225673896 type Work @default.
- W4225673896 citedByCount "0" @default.
- W4225673896 crossrefType "posted-content" @default.
- W4225673896 hasAuthorship W4225673896A5036913519 @default.
- W4225673896 hasAuthorship W4225673896A5079415778 @default.
- W4225673896 hasBestOaLocation W42256738961 @default.
- W4225673896 hasConcept C10138342 @default.
- W4225673896 hasConcept C105795698 @default.
- W4225673896 hasConcept C106159729 @default.
- W4225673896 hasConcept C118615104 @default.
- W4225673896 hasConcept C125112378 @default.
- W4225673896 hasConcept C149782125 @default.
- W4225673896 hasConcept C162118730 @default.
- W4225673896 hasConcept C162324750 @default.
- W4225673896 hasConcept C19220575 @default.
- W4225673896 hasConcept C202655437 @default.
- W4225673896 hasConcept C2780821815 @default.
- W4225673896 hasConcept C2781472820 @default.
- W4225673896 hasConcept C32896092 @default.
- W4225673896 hasConcept C33923547 @default.
- W4225673896 hasConcept C5496284 @default.
- W4225673896 hasConcept C69257216 @default.
- W4225673896 hasConcept C73858035 @default.
- W4225673896 hasConcept C94128290 @default.
- W4225673896 hasConceptScore W4225673896C10138342 @default.
- W4225673896 hasConceptScore W4225673896C105795698 @default.
- W4225673896 hasConceptScore W4225673896C106159729 @default.
- W4225673896 hasConceptScore W4225673896C118615104 @default.
- W4225673896 hasConceptScore W4225673896C125112378 @default.
- W4225673896 hasConceptScore W4225673896C149782125 @default.
- W4225673896 hasConceptScore W4225673896C162118730 @default.
- W4225673896 hasConceptScore W4225673896C162324750 @default.
- W4225673896 hasConceptScore W4225673896C19220575 @default.
- W4225673896 hasConceptScore W4225673896C202655437 @default.
- W4225673896 hasConceptScore W4225673896C2780821815 @default.
- W4225673896 hasConceptScore W4225673896C2781472820 @default.
- W4225673896 hasConceptScore W4225673896C32896092 @default.
- W4225673896 hasConceptScore W4225673896C33923547 @default.
- W4225673896 hasConceptScore W4225673896C5496284 @default.
- W4225673896 hasConceptScore W4225673896C69257216 @default.
- W4225673896 hasConceptScore W4225673896C73858035 @default.
- W4225673896 hasConceptScore W4225673896C94128290 @default.
- W4225673896 hasLocation W42256738961 @default.
- W4225673896 hasOpenAccess W4225673896 @default.
- W4225673896 hasPrimaryLocation W42256738961 @default.
- W4225673896 hasRelatedWork W106034557 @default.
- W4225673896 hasRelatedWork W106368441 @default.
- W4225673896 hasRelatedWork W109847708 @default.
- W4225673896 hasRelatedWork W115424854 @default.
- W4225673896 hasRelatedWork W44431408 @default.
- W4225673896 hasRelatedWork W51036453 @default.
- W4225673896 hasRelatedWork W52113989 @default.
- W4225673896 hasRelatedWork W55562089 @default.
- W4225673896 hasRelatedWork W73419262 @default.
- W4225673896 hasRelatedWork W9970238 @default.
- W4225673896 isParatext "false" @default.
- W4225673896 isRetracted "false" @default.
- W4225673896 workType "article" @default.