Pages that link to "Item:Q989841"
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The following pages link to Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization (Q989841):
Displayed 8 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)
- On solving the dual for portfolio selection by optimizing conditional value at risk (Q409275) (← links)
- Processing second-order stochastic dominance models using cutting-plane representations (Q647395) (← links)
- On efficient WOWA optimization for decision support under risk (Q962908) (← links)
- A smoothing method for solving portfolio optimization with CVaR and applications in allocation of generation asset (Q979251) (← links)
- ON DUAL APPROACHES TO EFFICIENT OPTIMIZATION OF LP COMPUTABLE RISK MEASURES FOR PORTFOLIO SELECTION (Q3083548) (← links)
- Minimum VaR and minimum CVaR optimal portfolios: Estimators, confidence regions, and tests (Q3143705) (← links)
- Smoothed safety first and the holding of assets (Q5746751) (← links)