Pages that link to "Item:Q984899"

The following pages link to Minimizing measures of risk by saddle point conditions (Q984899):

Displaying 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)