48 search results - page 2 / 10 » Portfolio selection with probabilistic utility |
SIAMCO
2011
13 years 22 days ago
2011
The choice of admissible trading strategies in mathematical modelling of financial markets is a delicate issue, going back to Harrison and Kreps [HK79]. In the context of optimal...
EOR
2006
13 years 5 months ago
2006
We consider multi-period portfolio selection problems for a decision maker with a specified utility function when the variance of security returns is described by a discrete time ...
CDC
2008
IEEE
14 years 8 days ago
2008
IEEE
This paper formulates and studies a general continuous-time behavioral portfolio selection model under Kahneman and Tversky's (cumulative) prospect theory, featuring S-shaped...
ICAI
2009
13 years 3 months ago
2009
We present a novel affective goal selection mechanism for decision-making in agents with limited computational resources (e.g., such as robots operating under real-time constraint...
RECOMB
2008
Springer
14 years 6 months ago
2008
Springer
A key problem of interest to biologists and medical researchers is the selection of a subset of queries or treatments that provide maximum utility for a population of targets. For ...