Pages that link to "Item:Q1406490"
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The following pages link to The optimal portfolio problem with coherent risk measure constraints. (Q1406490):
Displaying 19 items.
- Asymptotic behavior of the estimated weights and of the estimated performance measures of the minimum VaR and the minimum CVaR optimal portfolios for dependent data (Q378919) (← links)
- Risk classes for structured products: mathematical aspects and their implications on behavioral investors (Q470656) (← links)
- Stable solutions for optimal reinsurance problems involving risk measures (Q635196) (← links)
- Portfolio optimization under entropic risk management (Q839733) (← links)
- Portfolio selection: a linear approach with dual expected utility (Q849753) (← links)
- Risk management strategies via minimax portfolio optimization (Q992622) (← links)
- Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm (Q1011192) (← links)
- Entropic risk measures and their comparative statics in portfolio selection: coherence vs. convexity (Q1681531) (← links)
- Vector risk functions (Q1762365) (← links)
- Differential equations connecting VaR and CVaR (Q2012604) (← links)
- Portfolio problems with two levels decision-makers: optimal portfolio selection with pricing decisions on transaction costs (Q2178096) (← links)
- A relative robust approach on expected returns with bounded CVaR for portfolio selection (Q2239973) (← links)
- The optimal statistical median of a convex set of arrays (Q2271158) (← links)
- Risk analysis with contractual default. Does covenant breach matter? (Q2355962) (← links)
- A quantitative description of complex adaptive system: the self-adaptive mechanism of the material purchasing management system towards the changing environment (Q2416528) (← links)
- Nonconvex optimization for pricing and hedging in imperfect markets (Q2426011) (← links)
- A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem (Q2432914) (← links)
- Reverse logistics network design and planning utilizing conditional value at risk (Q2514880) (← links)
- Minimum VaR and minimum CVaR optimal portfolios: Estimators, confidence regions, and tests (Q3143705) (← links)
