Long-only equal risk contribution portfolios for CVaR under discrete distributions (Q4619533): Difference between revisions

@@ Property / cites work @@
+Least-squares approach to risk parity in portfolio selection
+Normal rank
@@ Property / cites work @@
+Introduction to Nonlinear Optimization
@@ Property / cites work: Introduction to Nonlinear Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+A heuristic for moment-matching scenario generation
+Normal rank
@@ Property / cites work @@
+CVaR proxies for minimizing scenario-based value-at-risk
+Normal rank
@@ Property / cites work @@
+Q2724706
@@ Property / cites work: Q2724706 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2847378
@@ Property / cites work: Q2847378 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5310532
@@ Property / cites work: Q5310532 / rank @@
+Normal rank
@@ Property / cites work @@
+On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
+Normal rank
@@ Property / Wikidata QID @@
+Q129971271
@@ Property / Wikidata QID: Q129971271 / rank @@
+Normal rank