Quantcast – a Risk.net Cutting Edge podcast cover image

Igor Halperin – 08/12/22

Quantcast – a Risk.net Cutting Edge podcast

CHAPTER

Identifying Your Risk Aversion

There are four parameters that allow you to identify such as you were what are they well they basically the four parameters which describe your risk aversion. Another parameter is something that describes your cost and we choose very simple like conduct's cost function. Two more parameters which actually define your running target which you try to match  and there are many different education so it can be used as a helper tool for real fund managers in maybe a bit more distant future.

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