Method and apparatus for investment allocation
作者： Jarrod Wilcox
DOI:
关键词: Set (abstract data type) 、 Actuarial science 、 Construct (python library) 、 Investment portfolio 、 Operations research 、 Risk aversion 、 Representation (systemics) 、 Joint probability distribution 、 Business 、 Investment (macroeconomics)
摘要: A method for identifying an allocation of investment resources among a plurality investments to construct portfolio investor, the comprising: generating representation first joint probability distribution one or more investor attributes, at least which is risk aversion, and attributes set be allocated; objective function that incorporates distribution; optimizing, using microprocessor, each according function.
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