Veronika Bronskaya, Galiya Manuyko, Guzel Aminova, Olga Kharitonova, Denis Balzamov, Alsu Lubnina
Temperature Dependence of the Kinetic Parameters of the Titanium-Magnesium Catalyzed Propylene Polymerization
Polymers
portfolio optimization involves finding ideal combination securities shares reduce risk increase profit investment assess impact risk portfolio optimization utilize significant volatility risk measure series behavioral finance biases play critical role portfolio optimization efficient allocation stocks regret within realm behavioral finance feeling remorse causes hesitation making significant decisions avoiding actions could lead poor investment choices behavior often leads investors hold onto losing investments extended periods refusing acknowledge mistakes accept losses ironically evading regret investors may miss potential opportunities paper purpose compare investment scenarios decisionmaking process calculate amount regret obtained scenario accomplish consider volatility risk metrics utilize stochastic optimization identify suitable scenario maximizes yield investment portfolio minimizes risk also minimizes resulting regret convert multiobjective model single objective employ augmented epsilon constraint aec method establish pareto efficiency frontier means validating solution method analyze data spanning 20 50 100 weeks 150 selected stocks new york market based fundamental analysis results show selection mad risk measure time horizon 100 weeks regret rate 0104 appropriate research scenario article recommended investors diversify portfolios investing variety assets help reduce risk increase overall returns improve financial literacy among investors