2 articles for “downside risk”

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Research ArticleOpen accessIn the keywordsStochastic Optimization for Portfolio Selection Problem with Mean Absolute Negative Deviation MeasureAnton Abdulbasah Kamil, Adli Mustafa, Khlipah IbrahimProblem statement: The most important character within optimization problem is the uncertainty of the future returns. Approach: To handle such problems, we utilized probabilistic methods alongside with optimization techniques. We developed single stage and two stage stochastic programming with recourse. The models were developed for risk adverse investors and the objective of the stochastic programming models is to minimize the … …Journal of Mathematics and Statistics, Vol. 5, Issue 4 · 31 Dec 2009 · 6,947 accessesView PDF Cite

InvestigationOpen accessIn the abstractAn Investigation into Labouchère’s Betting System to Improve Odds of Favorable Outcomes to Generate a Positive Externality EmpiricallyJake Billings, Sebastian Del BarcoThe Labouchère gambling system is hypothesized to increase the probability of winning a predetermined arbitrary profit in a gambling system such as a coin flip or a roulette game in which both payouts and odds are 1:1. However, use of the system increases the downside monetary risk in the event of a streak of multiple losses. To begin, a player … …Journal of Mathematics and Statistics, Vol. 13, Issue 3 · 26 Aug 2017 · 7,833 accessesView PDF Cite