Quasi-Arithmetic Means and its Applications
| dc.contributor.advisor | Szokol, Patricia | |
| dc.contributor.author | Rotich, Jemimah | |
| dc.contributor.department | DE--Természettudományi és Technológiai Kar--Matematikai Intézet | |
| dc.date.accessioned | 2025-06-20T07:14:09Z | |
| dc.date.available | 2025-06-20T07:14:09Z | |
| dc.date.created | 2025-04-30 | |
| dc.description.abstract | The motivation was to introduce quasi-arithmetic means and explore their key properties. The study also explores how quasi-arithmetic means contribute to risk assessment and decision-making, especially within the context of investment portfolio management. These means provide a flexible framework for preference aggregation, enabling investors to tailor risk-return trade-offs according to their individual goals. In portfolio optimization, these means serve several critical roles. They enhance risk-adjusted return calculations, support customized utility-based decision-making, refine capital allocation strategies, and improve the aggregation of nonlinear risks.Quasi-arithmetic means offer a powerful and adaptable tool for financial decision-making. | |
| dc.description.course | Applied Mathematics | |
| dc.description.degree | MSc/MA | |
| dc.format.extent | 42 | |
| dc.identifier.uri | https://hdl.handle.net/2437/393971 | |
| dc.language.iso | en | |
| dc.rights.info | Hozzáférhető a 2022 decemberi felsőoktatási törvénymódosítás értelmében. | |
| dc.subject | properties of quasi-arithmetic means | |
| dc.subject | applications of quasi- arithmetic means | |
| dc.subject.dspace | Mathematics | |
| dc.title | Quasi-Arithmetic Means and its Applications |
Fájlok
Eredeti köteg (ORIGINAL bundle)
1 - 1 (Összesen 1)
Nincs kép
- Név:
- Quasi_Arithmetic_Means_and_its_Applications.pdf
- Méret:
- 674.91 KB
- Formátum:
- Adobe Portable Document Format
- Leírás:
Engedélyek köteg
1 - 1 (Összesen 1)
Nincs kép
- Név:
- license.txt
- Méret:
- 1.94 KB
- Formátum:
- Item-specific license agreed upon to submission
- Leírás: