In this paper, we focus on the portfolio optimization problem associated with a quasiconvex risk measure (satisfying some additional assumptions). For coherent/convex risk measures, the portfolio ...

A differentiating attribute of software companies is the way they integrate customer feedback into product development. Software is designed and built so that its use creates actionable data, which is ...

Every investment involves some level of risk. Investors typically seek higher returns to compensate for increased investment risks. While higher risk may result in higher returns, an optimised ...

We propose deep neural network algorithms to calculate the efficient frontier in mean–variance and mean–conditional value-at-risk (mean–CVaR) portfolio optimization problems. Starting with the ...