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COR
2008
80views more  COR 2008»
13 years 4 months ago
Neural network-based mean-variance-skewness model for portfolio selection
In this study, a novel neural network-based mean
Lean Yu, Shouyang Wang, Kin Keung Lai
ANOR
2010
82views more  ANOR 2010»
13 years 4 months ago
Representing risk preferences in expected utility based decision models
: The application and estimation of expected utility based decision models would benefit from having additional simple and flexible functional forms to represent risk preferences. ...
Jack Meyer
ICNC
2005
Springer
13 years 10 months ago
On the Role of Risk Preference in Survivability
Using an agent-based multi-asset artificial stock market, we simulate the survival dynamics of investors with different risk preferences. It is found that the survivability of in...
Shu-Heng Chen, Ya-Chi Huang