Portfolio Safeguard
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Related Items (27)
Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem ⋮ CVaR distance between univariate probability distributions and approximation problems ⋮ Inverse portfolio problem with coherent risk measures ⋮ Statistical decision problems. Selected concepts and portfolio safeguard case studies ⋮ Mathematical methods to find optimal control of oscillations of a hinged beam (deterministic case) ⋮ Drawdown: from practice to theory and back again ⋮ Value-at-risk support vector machine: stability to outliers ⋮ A new method of reliability optimization in the classical problem statement ⋮ Sensitivity Analysis in Applications with Deviation, Risk, Regret, and Error Measures ⋮ Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk ⋮ Application of buffered probability of exceedance in reliability optimization problems ⋮ CVaR norm and applications in optimization ⋮ Kantorovich–Rubinstein Distance Minimization: Application to Location Problems ⋮ A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs ⋮ Shortest path network problems with stochastic arc weights ⋮ Regression analysis: likelihood, error and entropy ⋮ Support vector machines based on convex risk functions and general norms ⋮ Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs ⋮ Direct data-based decision making under uncertainty ⋮ Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk ⋮ Robust multi-sensor scheduling for multi-site surveillance ⋮ Sparse Signal Reconstruction: LASSO and Cardinality Approaches ⋮ Reliability optimization in plant production ⋮ Reliability optimization method alternative to bPOE ⋮ Developing a model for a modulating mirror fixed on active supports. Deterministic problem ⋮ Calibrating probability distributions with convex-concave-convex functions: application to CDO pricing ⋮ Two pairs of families of polyhedral norms versus \(\ell _p\)-norms: proximity and applications in optimization
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