The Role of Risk Forecast and Risk Tolerance in Portfolio Management: A Case Study of the Chinese Financial Sector
Portfolio decisions are affected by the volatility of financial markets and investors’ risk tolerance levels. To better allocate portfolios; we introduce risk tolerance into the portfolio management problem by considering the risk contribution of portfolio components. In this paper, portfolio weight...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-03-01
|
| Series: | Axioms |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2075-1680/11/3/134 |