INIS
accuracy
9%
allocations
8%
anchoring
8%
applications
65%
assets
26%
benchmarks
23%
china
13%
comparative evaluations
23%
constraints
13%
corrections
9%
credits
9%
data
30%
datasets
13%
decision making
68%
dimensions
13%
distribution
24%
distribution functions
13%
diversification
5%
dynamics
19%
economics
54%
efficiency
13%
equilibrium
40%
forecasting
18%
foundations
8%
high-beta plasma
6%
households
13%
income
13%
industry
5%
insurance
8%
investment
40%
levels
34%
linear programming
19%
losses
23%
market
54%
monte carlo method
19%
multivariate analysis
5%
optimization
75%
performance
5%
plugs
5%
power
13%
precision
5%
prices
18%
probability
10%
risks
100%
security
40%
simulation
19%
size
13%
solutions
14%
specifications
9%
stochastic processes
81%
stocks
46%
subsidies
8%
symmetry
9%
utilities
57%
volatility
9%
volume
27%
yields
19%
Keyphrases
Active Portfolio
9%
Almost Surely
27%
Asset Pricing
13%
Capital Market Equilibrium
9%
Choice Heuristics
27%
Convex Loss Function
27%
Convex Optimization
5%
Convex Optimization Problem
27%
Decision Criteria
5%
Decision Heuristics
27%
Decision-making Risk
27%
Distribution-free
5%
Empirical Likelihood
27%
Estimation Method
5%
Estimation Precision
5%
Finite Sample
13%
Forecast Combination
27%
Goal Function
32%
Higher-order Moments
13%
Implied Probabilities
5%
Income Data
13%
Industry Momentum
5%
Investment Constraints
13%
Investment Opportunity Set
13%
Likelihood Estimation
5%
Linear Programming
19%
Market Portfolio Efficiency
13%
Microcaps
13%
Moment Conditions
5%
Momentum Strategy
5%
Monte Carlo Simulation Experiment
19%
Mutual Fund Separation Theorem
13%
Non-Gaussian
5%
Optimal Forecast
27%
Optimal Portfolio
5%
Optimization Approach
27%
Optimization Methods
5%
Optimized Combination
27%
Out-of-sample Forecasting
27%
Out-of-sample Performance
5%
Plug-in Approach
5%
Portfolio Optimization
27%
Portfolio Theory
13%
Power Properties
13%
Price Drift
13%
Rank-dependent
7%
Rank-dependent Utility
7%
Reference Dependence
27%
Regularity Conditions
27%
Return Distribution
5%
Risk-averse Investors
13%
Robust Optimization
27%
S&P 500
27%
Set-based
13%
Simple Moving Average
27%
Size-dependent Properties
13%
Stochastic Dominance
27%
Stochastic Spanning
27%
Stock Market Returns
13%
Symmetric Loss Function
27%
Time Series Forecasting Model
27%
Two-stage Procedure
5%
Volatility Index
27%
Weakly Dependent Processes
19%
Economics, Econometrics and Finance
Asset Pricing
32%
Behavioral Economics
5%
Consumer Protection
5%
Convex Optimization
40%
Decision under Risk
54%
Economic Experiment
19%
Economic Theory
19%
Estimation Theory
13%
Finance
24%
Financial Regulation
5%
Industry Momentum
13%
Investment Opportunity
27%
Investors
54%
Monte Carlo Simulation
40%
Portfolio Selection
46%
Portfolio Theory
27%
Prospect Theory
30%
Rank-Dependent Utility
54%
Retail Investors
5%
Risk Factor
13%
Risk Premium
27%
Robust Statistics
27%
Securities Market
27%
Theory Building
19%
Time Series
27%
Trading Volume
27%
Utility Function
19%
Utility Theory
10%
Volatility
27%