Pages that link to "Item:Q2438424"

The following pages link to CVaR proxies for minimizing scenario-based value-at-risk (Q2438424):

Displayed 5 items.

• Robust scenario-based value-at-risk optimization (Q286009) ‎ (← links)
• Computing near-optimal value-at-risk portfolios using integer programming techniques (Q1754091) ‎ (← links)
• Long-only equal risk contribution portfolios for CVaR under discrete distributions (Q4619533) ‎ (← links)
• Model and efficient algorithm for the portfolio selection problem with real‐world constraints under value‐at‐risk measure (Q6056329) ‎ (← links)
• Geometric Characterization of Maximum Diversification Return Portfolio via Rao’s Quadratic Entropy (Q6159081) ‎ (← links)