Pages that link to "Item:Q409275"
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The following pages link to On solving the dual for portfolio selection by optimizing conditional value at risk (Q409275):
Displaying 15 items.
- Portfolio optimization with a copula-based extension of conditional value-at-risk (Q286012) (← links)
- Medium range optimization of copper extraction planning under uncertainty in future copper prices (Q297027) (← links)
- Scenario aggregation method for portfolio expectile optimization (Q308418) (← links)
- A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs (Q480938) (← links)
- Efficient optimization of the reward-risk ratio with polyhedral risk measures (Q684143) (← links)
- Portfolio optimization with entropic value-at-risk (Q2001477) (← links)
- Discrete conditional-expectation-based simulation optimization: methodology and applications (Q2076929) (← links)
- LR-NIMBUS: an interactive algorithm for uncertain multiobjective optimization with lightly robust efficient solutions (Q2154456) (← links)
- Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization (Q2231331) (← links)
- Distributionally robust return-risk optimization models and their applications (Q2336705) (← links)
- Time-varying mean-variance portfolio selection under transaction costs and cardinality constraint problem via beetle antennae search algorithm (BAS) (Q2661957) (← links)
- Conditional Value-at-Risk Approximation to Value-at-Risk Constrained Programs: A Remedy via Monte Carlo (Q2962566) (← links)
- Robust Decisions under Risk for Imprecise Probabilities (Q4558801) (← links)
- Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk (Q5270722) (← links)
- Portfolio selection based on extended Gini shortfall risk measures (Q6139263) (← links)
