Optimization with Multivariate Conditional Value-at-Risk Constraints
Mathematics | Free Full-Text | Interactions of Logistic Distribution to Credit Valuation Adjustment: A Study on the Associated Expected Exposure and the Conditional Value at Risk
Out-of-sample cumulative returns from (SSD), (RSSD) (for λ = 0.2),... | Download Scientific Diagram
Interval-based stochastic dominance: theoretical framework and application to portfolio choices | SpringerLink
Symmetry | Free Full-Text | On the Statistical GARCH Model for Managing the Risk by Employing a Fat-Tailed Distribution in Finance
Comparison among the H&N allocations for different put strikes... | Download Scientific Diagram
VaR vs CVaR in Risk Management and Optimization
PDF) Algorithms for handling CVaR-constraints in dynamic stochastic programming models with applications to finance
Efficient Portfolio Optimization with Conditional Value at Risk
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Mean-Variance Efficient and SSD Pairwise Efficient Indices (B-before... | Download Table
PDF) CVaR Regression Based on the Relation between CVaR and Mixed-Quantile Quadrangles
Stochastically Dominant Distributional Reinforcement Learning
8 Other risk measures — MOSEK Portfolio Optimization Cookbook 1.2.1
PDF) Enhanced Index Tracking with CVaR-Based Measures
PDF) Enhanced Index Tracking with CVaR-Based Measures | Włodzimierz Ogryczak, Gianfranco Guastaroba, and M.Grazia Speranza - Academia.edu
Mathematics | Free Full-Text | Dominance-Based Decision Rules for Pension Fund Selection under Different Distributional Assumptions
CVaR(0.1) model without and with diversification constraints: Optimal... | Download Table
When CVaR Meets With Bluetooth PAN: A Physical Distancing System for COVID-19 Proactive Safety
Mathematics | Free Full-Text | Interactions of Logistic Distribution to Credit Valuation Adjustment: A Study on the Associated Expected Exposure and the Conditional Value at Risk
Portfolio Optimization using Conditional Value at Risk | Thomas T. Bjerring
PDF) CVaR Regression Based on the Relation between CVaR and Mixed-Quantile Quadrangles
Portfolio Risk Management Usingthe Lorenz Curve | The Journal of Portfolio Management
Out-of-sample downside risks from (SSD), (RSSD) (for λ = 0.2), (MM),... | Download Scientific Diagram
