Learning risk preferences from investment portfolios using inverse optimization-Reference-Cited by-同舟云学术

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Learning risk preferences from investment portfolios using inverse optimization

Published:2023-01 Issue: Volume:64 Page:101879
ISSN:0275-5319
Container-title:Research in International Business and Finance
language:en
Short-container-title:Research in International Business and Finance

Author:

Yu Shi^ORCID,Wang Haoran,Dong Chaosheng

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference50 articles.

1. Inverse optimization;Ahuja;Oper. Res.,2001

2. Nonparametric risk management and implied risk aversion;Aït-Sahalia;J. Econometrics,2000

3. AlphaVantage API documentation;AlphaVantage,2020

4. Robo-advising: Learning investors’ risk preferences via portfolio choices;Alsabah;J. Financ. Econom.,2020

5. Essays in the Theory of Risk-Bearing;Arrow,1971

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2. Two-stage stock portfolio optimization based on AI-powered price prediction and mean-CVaR models;Expert Systems with Applications;2024-12

3. Learning to Optimize Contextually Constrained Problems for Real-Time Decision Generation;Management Science;2024-05-03

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5. Inverse Optimization: Theory and Applications;Operations Research;2023-12-19

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