نتایج جستجو برای: risk sensitivity parameters

تعداد نتایج: 1768966  

Journal: :The European Physical Journal Special Topics 2008

2003
T. TORONJADZE

The problem of constructing robust optimal in the mean-variance sense trading strategies is considered. The approach based on the notion of sensitivity of a risk functional of the problem w.r.t. small perturbation of asset price model parameters is suggested. The optimal mean-variance robust trading strategies are constructed for one-dimensional diffusion models with misspecified volatility. 20...

Journal: :Psychological science 2006
Coreen Farris Richard J Viken Teresa A Treat Richard M McFall

Luce's (1959, 1963) choice model was used to characterize individual differences in men's perception of women's affect as friendly, sexually interested, sad, or rejecting. Women's clothing styles were associated with differences in the model's parameters. Sensitivity to sadness, rejection, and friendliness declined when women were dressed provocatively, whereas sensitivity to sexual interest in...

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