{"title":"风险规避对优化的影响，2010年2月","authors":"Scott Liu, Rong Xu","doi":"10.2139/ssrn.1601412","DOIUrl":null,"url":null,"abstract":"In this paper, we examine the influences of risk aversion on various aspects of portfolio optimization. Our main message is that the risk aversion parameters in the Barra Optimizer provide users with the flexibility to control or adjust the risk levels of their optimal portfolios. They are valuable tools for portfolio managers to explore and customize their portfolio optimization results and investment processes.","PeriodicalId":335960,"journal":{"name":"MSCI Research Paper Series","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2010-02-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"The Effects of Risk Aversion on Optimization, February 2010\",\"authors\":\"Scott Liu, Rong Xu\",\"doi\":\"10.2139/ssrn.1601412\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this paper, we examine the influences of risk aversion on various aspects of portfolio optimization. Our main message is that the risk aversion parameters in the Barra Optimizer provide users with the flexibility to control or adjust the risk levels of their optimal portfolios. They are valuable tools for portfolio managers to explore and customize their portfolio optimization results and investment processes.\",\"PeriodicalId\":335960,\"journal\":{\"name\":\"MSCI Research Paper Series\",\"volume\":\"1 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2010-02-22\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"MSCI Research Paper Series\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/ssrn.1601412\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"MSCI Research Paper Series","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.1601412","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
The Effects of Risk Aversion on Optimization, February 2010
In this paper, we examine the influences of risk aversion on various aspects of portfolio optimization. Our main message is that the risk aversion parameters in the Barra Optimizer provide users with the flexibility to control or adjust the risk levels of their optimal portfolios. They are valuable tools for portfolio managers to explore and customize their portfolio optimization results and investment processes.
求助内容：
应助结果提醒方式：
京公网安备 11010802042870号
