Managing Risk Across Time: An Intertemporal Spectral Risk Measures Framework for Multi-Period Portfolio Optimization

This paper introduces a novel framework for multi-period portfolio optimization that incorporates intertemporal spectral risk measures (ISRMs). The model dynamically manages risk by considering both tail risk, through spectral risk measures, and overall portfolio volatility, through variance, across...

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Bibliographic Details
Main Authors: Chengneng Jin, Jianjun Gao
Format: Article
Language:English
Published: MDPI AG 2025-05-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/13/11/1754
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