San Marco 3870
Venezia, 30124
Italy
GRETA Associati
Quadratic Utility Function, Positive and Negative Returns, Absolute Risk Aversion, Morningstar Rating, Truncated Normal Distribution, Incomplete Gamma Function, Italian Pension Fund
truncated normal variable, non central moments, lower incomplete gamma function
Constant Relative Risk Aversion, Certainty Equivalent Return, Standard Deviation, Quadratic Utility Function, Morningstar, Italian Pension Funds
Factor models, Large datasets, Multivariate autoregressive models, Forecasting, Scoring rules, VAR models
utility function, expected utility function, risk aversion, transformation, parametric functions, differential condition, Jacobian, truncated normal distribution
Concavity, CRRA, Differential Condition, Expected Shortfall, Expected Utility Function, Quadratic Utility Function, Risk Aversion, Standard Deviation, Transformation of Parametric Functions, Truncated Normal distribution, Value at Risk
