Pages that link to "Item:Q1616838"
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The following pages link to Risk management with multiple VaR constraints (Q1616838):
Displaying 8 items.
- Optimal investment under VaR-regulation and minimum insurance (Q1742722) (← links)
- Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation (Q2123124) (← links)
- Decrease of capital guarantees in life insurance products: can reinsurance stop it? (Q2155835) (← links)
- Nonconcave Optimal Investment with Value-at-Risk Constraint: An Application to Life Insurance Contracts (Q5222157) (← links)
- Non-concave portfolio optimization with average value-at-risk (Q6113171) (← links)
- On the equivalence between value-at-risk- and expected shortfall-based risk measures in non-concave optimization (Q6573817) (← links)
- Risk management under weighted limited expected loss (Q6587736) (← links)
- Precommitted strategies with initial-time and intermediate-time value-at-risk constraints (Q6636814) (← links)
