UTILITY FUNCTION-BASED LOSS PORTFOLIO: MODELING, VALUATION, AND SELECTION
The portfolio is a model that can be used to construct an aggregate of two large losses that are independent and identically distributed. The portfolio model in this study uses gamma and Weibull distributions. Currently, the portfolio model does not consider the preferences of investors. Therefor...
Saved in:
| Main Author: | |
|---|---|
| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/79901 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |