Keyphrases
Risk Measures
100%
Portfolio Optimization
100%
Linearization
100%
Heteroscedastic Model
100%
General Risks
100%
Taiwan
50%
Japan
50%
Computation Time
50%
Autocorrelation
50%
Volatility
50%
Transaction Costs
50%
Market Index
50%
Investment Problem
50%
Economic Conditions
50%
Investment Risk
50%
Heteroscedastic
50%
Classical Means
50%
Mean-variance Model
50%
Mean Risk
50%
Spectral Risk Measures
50%
Frequency Constraints
50%
Trading Frequency
50%
Economics, Econometrics and Finance
Transaction Costs
100%
Volatility
100%
Portfolio Selection
100%
Macroeconomic Performance
100%
Investment Risk
100%
Mathematics
Conditionals
100%
Risk Measure
100%
Great Deal
50%
Mean-Variance
50%
Autocorrelation
50%
Computer Science
Computational Time
100%
Optimization Problem
100%