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- Published / Preprint: Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals. (arXiv:1311.7419v1 [q-fin.PM])
- Blog Post: ThePracticalQuant: Data Scientists and Data Engineers like Python and Scala
- Blog Post: PatrickBurns: US market portrait 2013 week 48
| Posted: 01 Dec 2013 05:37 PM PST Motivated by recent axiomatic developments, we study the risk- and ambiguity-averse investment problem where trading takes place over a fixed finite horizon and terminal payoffs are evaluated according to a criterion defined in terms of a quasiconcave utility functional. We extend to the present setting certain existence and duality results established for the so-called variational preferences by... Visit MoneyScience for the Complete Article.      |
| Blog Post: ThePracticalQuant: Data Scientists and Data Engineers like Python and Scala Posted: 01 Dec 2013 10:36 AM PST [A version of this post appears on the O'Reilly Strata blog.]In exchange for getting personalized recommendations many Meetup members declare1 topics that they're interested in. I recently looked at the topics listed by members of a few local, data Meetups that I've frequented. These Meetups vary in size from 600 to 2,000 total (and 400 to 1,100 active2) members.I was particularly interested in... Visit MoneyScience for the Complete Article.    |
| Blog Post: PatrickBurns: US market portrait 2013 week 48 Posted: 01 Dec 2013 04:26 AM PST US large cap market returns.read more... Visit MoneyScience for the Complete Article.    |
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