Stanislav Uryasev, University of Florida

Generalized Deviations Are Counterparts to Risk Measures
Date
Sep 26, 2006, 4:30 pm – 5:30 pm
E219 - Engineering Quadrangle

Details

  • Generalized Deviations versus Risk Measures
  • Coherent Deviations
  • Portfolio Optimization with Generalized Deviations
  • Optimal Portfolio Policies with Multiple Deviations
  • Betas for Optimal Portfolios
  • Market Equilibrium with Investors Having Different Deviations
  • Statistics with Generalized Deviations
Related documents
Event Category
ORFE Department Colloquia