Capital allocation and risk aversion strategies for optimizing multinational firms’ investment portfolios via linear programming algorithms
Bibliographic record
Abstract
This paper addresses the limitations of the traditional portfolio theory centered on the mean-variance model and expected utility theory, and proposes the establishment of a portfolio model that takes into account the subjective psychological factors of investors, taking into account the fact that investors are susceptible to the influence of various psychological biases, affective biases, and cognitive biases in the actual decision-making process, with respect to the theory of consistency of the assumptions of the investor’s risk attitude. The portfolio model based on fuzzy decision-making is proposed, combined with the development and application of linear programming in portfolio optimization, the return of assets is regarded as a random fuzzy variable, and the stochastic fuzzy portfolio model is constructed to consider the risk characteristics of investors. The portfolio returns under different emotions or different risk preferences are explored separately. Combined with the fund categorization allocation of the sample firms, the fund portfolio C based on the fuzzy portfolio model is proposed and compared with the equal weight allocation fund (fund portfolio A) and the risk coefficient weighted allocation fund (fund portfolio B) based on the risk level of return, respectively. Fund Portfolio C has the highest average return.
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How this classification was reachedexpand
Full frame distilled prediction
Teacher imitationNot 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.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.005 | 0.002 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.001 | 0.000 |
| Bibliometrics | 0.001 | 0.001 |
| Science and technology studies | 0.001 | 0.000 |
| Scholarly communication | 0.001 | 0.001 |
| Open science | 0.000 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
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.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one teacher head, not a consensus.
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".