Essays about: "Taras Prykhodko"

Found 1 essay containing the words Taras Prykhodko.

  1. 1. Downside Risk, Upside Uncertainty and Portfolio Selection

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Taras Prykhodko; [2010]
    Keywords : Asset allocation; Risk and uncertainty; Portfolio theory; The St. Petersburg Paradox; The Allais Paradox; The Ellsberg Paradox.;

    Abstract : The traditional portfolio optimization models make predictions about investors´ behavior that deviate from the empirical observations. This thesis develops a simple model for the asset allocation under risk and uncertainty. READ MORE