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Novel Data-Driven Resilient Portfolio Risk Measures Using Sign and Volatility Correlations

2021· article· en· W3200991750 on OpenAlexaff
A. Thavaneswaran, You Liang, Na Yu, Alex Paseka, Ruppa K. Thulasiram

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldDecision Sciences
TopicRisk and Portfolio Optimization
Canadian institutionsToronto Metropolitan UniversityUniversity of Manitoba
Fundersnot available
KeywordsKurtosisPortfolioPortfolio optimizationSkewnessEconometricsRate of return on a portfolioExpected shortfallValue at riskModern portfolio theoryPost-modern portfolio theorySharpe ratioComputer scienceEfficient frontierMathematicsActuarial scienceStatisticsReplicating portfolioEconomicsRisk managementFinancial economicsFinance

Abstract

fetched live from OpenAlex

Portfolio risk management is an important success factor in an organization’s ability to deliver more business value. Moreover, constructing a true resilient portfolio is impossible without the inclusion of higher-order moments such as skewness and kurtosis. Recently there has been a growing interest in using machine learning methods with empirical variance covariance matrix of returns to study Markowitz portfolio optimization. A major drawback is that the tangency portfolios constructed by using the existing portfolio risk measures such as portfolio standard deviation, value-at-risk (VaR), conditional value-at-risk (CVaR), maximum absolute deviation (MAD) are always affected by the larger skewness and kurtosis of the portfolio return. This paper develops a set of metrics that extend the traditional portfolio Sharpe ratio (PSR) to measures that include skewness and kurtosis. Using a random portfolio approach, the paper demonstrates how to use these new metrics and optimize portfolios. Inclusion of higher moments such as skewness and kurtosis in portfolio risk management acknowledges the risk of asymmetric and heavy-tailed returns and can help in constructing resilient portfolios. For portfolio optimization, simple yet effective novel data-driven resilient portfolio risk measures incorporating skewness and kurtosis are presented in this paper. The results show that the performance of maximum mean-risk portfolios using the proposed portfolio risk measures based on volatility correlation and sign correlation outperform the commonly used tangency portfolio using portfolio standard deviation.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.004
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.743
Threshold uncertainty score0.685

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.004
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0010.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.211
GPT teacher head0.391
Teacher spread0.180 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations11
Published2021
Admission routes1
Has abstractyes

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