Large deviations and portfolio optimization

Physics – Condensed Matter – Statistical Mechanics

Scientific paper

Rate now

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Details

40 pages, 6 figures, corrections of a few formulas and misprints in press in Physica A

Scientific paper

Risk control and optimal diversification constitute a major focus in the finance and insurance industries as well as, more or less consciously, in our everyday life. We present a discussion of the characterization of risks and of the optimization of portfolios that starts from a simple illustrative model and ends by a general functional integral formulation. A major theme is that risk, usually thought one-dimensional in the conventional mean-variance approach, has to be addressed by the full distribution of losses. Furthermore, the time-horizon of the investment is shown to play a major role. We show the importance of accounting for large fluctuations and use the theory of Cram\'er for large deviations in this context. We first treat a simple model with a single risky asset that examplifies the distinction between the average return and the typical return, the role of large deviations in multiplicative processes, and the different optimal strategies for the investors depending on their size. We then analyze the case of assets whose price variations are distributed according to exponential laws, a situation that is found to describe reasonably well daily price variations. Several portfolio optimization strategies are presented that aim at controlling large risks. We end by extending the standard mean-variance portfolio optimization theory, first within the quasi-Gaussian approximation and then using a general formulation for non-Gaussian correlated assets in terms of the formalism of functional integrals developed in the field theory of critical phenomena.

No associations

LandOfFree

Say what you really think

Search LandOfFree.com for scientists and scientific papers. Rate them and share your experience with other people.

Rating

Large deviations and portfolio optimization does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Large deviations and portfolio optimization, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Large deviations and portfolio optimization will most certainly appreciate the feedback.

Rate now

     

Profile ID: LFWR-SCP-O-253054

  Search
All data on this website is collected from public sources. Our data reflects the most accurate information available at the time of publication.