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1.
When an organization solves a portfolio problem with public projects evaluated by multiple criteria, in which the economic dimension is not essential or not well characterized, the classical methods are not useful. We propose a non-linear preference model developed from normative Value Theory and using fuzzy sets to model some sources of imprecision. This model can be considered as a generalization of the classical approaches. However, the optimization problem is very complex in order to be solved with non-linear programming techniques. Therefore, the model is exploited by an evolutionary algorithm, able to achieve a strong improvement of the quality of solution. 相似文献
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Signed graphs for portfolio analysis in risk management 总被引:1,自引:0,他引:1
Harary Frank; Lim Meng-Hiot; Wunsch Donald C. 《IMA Journal of Management Mathematics》2002,13(3):201-210
We introduce the notion of structural balance for signed graphsin the context of portfolio analysis. A portfolio of securitiescan be represented as a signed graph with the nodes denotingthe securities and the edges representing the correlation betweenthe securities. With signed graphs, the characteristics of aportfolio from a risk management perspective can be uncoveredfor analysis purposes. It is shown that a portfolio characterizedby a signed graph of positive and negative edges that is structurallybalanced is characteristically more predictable. Investors whoundertake a portfolio position with all positively correlatedsecurities do so with the intention to speculate on the upside(or downside). If the portfolio consists of negative edges andis balanced, then it is likely that the position has a hedgingdisposition within it. On the other hand, an unbalanced signedgraph is representative of an investment portfolio which ischaracteristically unpredictable. 相似文献
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The paper deals with the riskiness analysis for a large portfolio of life annuities. By means of the limiting distribution of the present value of the portfolio, in the first part of the paper a model for evaluating the investment and the projection risks is presented. In the second part, with regard to the investment risk's effects, the insolvency risk is measured considering the cumulative probability distribution function of the discounted average cost per policy. Copyright © 2003 John Wiley & Sons, Ltd. 相似文献
4.
从决策有限理性角度,引入行为金融理论于机构投资风险优化系统,对多心理账户条件下机构投资的风险优化设计进行了研究。以Friedman和Savage之谜为释例,对机构投资风险优化中的诸多非标准金融异像进行了解释。以Shefrin和Statman行为证券组合理论为核心,建立了多心理账户条件下机构投资的风险优化模型,为机构投资的风险优化实践提供了一种量化分析工具。 相似文献
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Consider a portfolio containing heterogeneous risks. The premiums of the policyholders might not cover the amount of the payments which an insurance company pays the policyholders. When setting the premium, this risk has to be taken into consideration. On the other hand the premium that the insured pays has to be fair. This fairness is measured by a function of the difference between the risk and the premium paid—we call this function a distance function. For a given small probability of insolvency, we find the premium for each class, such that the distance function is minimized. Next we formulate and solve the dual problem, which is minimizing the insolvency probability under the constraint that the distance function does not exceed a given level. This paper generalizes a previous paper [Zaks, Y., Frostig, E., Levikson, B., 2006. Optimal pricing of a heterogeneous portfolio for a given risk level. Astin Bull. 36 (1), 161–185] where only a square distance function was considered. 相似文献
6.
马科维兹资产组合选择模型的旋转算法 总被引:2,自引:0,他引:2
提出线性不等式组的一种旋转算法,并用其求解马科维兹资产组合选择模型,此算法每次迭代约需n^2次乘法和加法,其中n是模型中变量的数目,在微机上运行Delphi程序的实验结果表明,从上海和深圳股市1072支股票70期周末收盘价计算出20个最优投资组合仅需314次迭代和45s。 相似文献
7.
本文基文献 [1]的思路 ,详细论述了利用遗传算法解决有风险控制的最优资产组合问题的具体实现过程 .并论证了用浮点数的方法表示的最优保存遗传算法的全局收敛性 相似文献
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Framstad N. C. Øksendal B. Sulem A. 《Journal of Optimization Theory and Applications》2004,121(1):77-98
We give a verification theorem by employing Arrow's generalization of the Mangasarian sufficient condition to a general jump diffusion setting and show the connections of adjoint processes to dynamic programming. The result is applied to financial optimization problems. 相似文献