Portfolio Selection with Risk Aversion Index by Optimizing over Pareto Set

Thang, Tran Ngoc; Vượng, Nguyễn Đức

doi:10.1007/978-981-16-2094-2_28

Cited by 3 publications

(1 citation statement)

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“…Investors want to maximize the expected total return while keeping the portfolio's volatility to a minimum or at a certain threshold, leading to a bi-criteria convex optimization problem. Later researchers widely extended Markowitz's model by taking into account risk aversion index [17], value-at-risk [6] or Skewness [11]. In this paper, we further consider the Sharpe ratio because it has the function with necessary properties that suits the main problem proposed as shown in [22].…”

Section: Introductionmentioning

confidence: 99%

Aquaculture systems in Hanoi, Vietnam.

Nguyen¹

2020

Preprint

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Hanoi, the capital of Vietnam, is one of the most densely populated areas in the world, with about 3,000 people km-2. Traditionally, aquaculture is practiced in ponds, reservoirs and urban lakes, rice fields, wastewater and VAC [an acronym from the Vietnamese words for garden (vuon), pond (ao) and livestock quarters (chuong)] systems. With over 5,000 ha of surface area and 3,000 ha of lowland rice fields, Hanoi has potential for further aquaculture development and tourism-entertainment services. The importance of aquaculture has long been recognized as a source of income and employment. Nowadays, pond aquaculture in peri-urban areas is decreasing due to urbanization, while in areas far from the city it is increasing through the conversion of lowland rice fields to fish ponds.

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