Pages that link to "Item:Q2438424"
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The following pages link to CVaR proxies for minimizing scenario-based value-at-risk (Q2438424):
Displaying 5 items.
- Robust scenario-based value-at-risk optimization (Q286009) (← links)
- Computing near-optimal value-at-risk portfolios using integer programming techniques (Q1754091) (← links)
- Long-only equal risk contribution portfolios for CVaR under discrete distributions (Q4619533) (← links)
- Model and efficient algorithm for the portfolio selection problem with real‐world constraints under value‐at‐risk measure (Q6056329) (← links)
- Geometric Characterization of Maximum Diversification Return Portfolio via Rao’s Quadratic Entropy (Q6159081) (← links)