Pages that link to "Item:Q984899"
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The following pages link to Minimizing measures of risk by saddle point conditions (Q984899):
Displayed 8 items.
- Pricing and risk management of interest rate swaps (Q257234) (← links)
- VaR as the CVaR sensitivity: applications in risk optimization (Q313597) (← links)
- Minimax strategies and duality with applications in financial mathematics (Q692314) (← links)
- Vector risk functions (Q1762365) (← links)
- Differential equations connecting VaR and CVaR (Q2012604) (← links)
- Pareto efficient buy and hold investment strategies under order book linked constraints (Q2150763) (← links)
- Exhibiting abnormal returns under a risk averse strategy (Q2282734) (← links)
- Portfolio selection with skewness: a comparison of methods and a generalized one fund result (Q2355960) (← links)