Pages that link to "Item:Q2480247"

The following pages link to Conditional value at risk and related linear programming models for portfolio optimization (Q2480247):

Displaying 50 items.

• A new rank dependent utility approach to model risk averse preferences in portfolio optimization (Q286005) (← links)
• Mean-risk analysis with enhanced behavioral content (Q297400) (← links)
• Scenario aggregation method for portfolio expectile optimization (Q308418) (← links)
• An interactive approach to stochastic programming-based portfolio optimization (Q342781) (← links)
• Multicriteria decision systems for financial problems (Q356508) (← links)
• On solving the dual for portfolio selection by optimizing conditional value at risk (Q409275) (← links)
• A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function (Q492800) (← links)
• Properties, formulations, and algorithms for portfolio optimization using mean-Gini criteria (Q513570) (← links)
• Detecting large risk-averse 2-clubs in graphs with random edge failures (Q513610) (← links)
• Stable solutions for optimal reinsurance problems involving risk measures (Q635196) (← links)
• Processing second-order stochastic dominance models using cutting-plane representations (Q647395) (← links)
• Efficient optimization of the reward-risk ratio with polyhedral risk measures (Q684143) (← links)
• The double pivot simplex method (Q684156) (← links)
• Minimax strategies and duality with applications in financial mathematics (Q692314) (← links)
• Copula based multivariate semi-Markov models with applications in high-frequency finance (Q723963) (← links)
• Enhanced index tracking with CVaR-based ratio measures (Q827152) (← 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)
• Risk management strategies via minimax portfolio optimization (Q992622) (← links)
• Optimal reinsurance with general risk measures (Q1023098) (← links)
• Models and simulations for portfolio rebalancing (Q1038764) (← links)
• Extending pricing rules with general risk functions (Q1044131) (← links)
• A fair division approach to humanitarian logistics inspired by conditional value-at-risk (Q1640048) (← links)
• Piecewise linear lower and upper bounds for the standard normal first order loss function (Q1644563) (← links)
• Mean-risk model for uncertain portfolio selection with background risk (Q1675937) (← links)
• Approximating exact expected utility via portfolio efficient frontiers (Q1693847) (← links)
• Financial analysis based sectoral portfolio optimization under second order stochastic dominance (Q1699135) (← links)
• Index tracking and enhanced indexing using mixed conditional value-at-risk (Q1743942) (← links)
• Mean-VaR portfolio optimization: a nonparametric approach (Q1753495) (← links)
• Expected shortfall: heuristics and certificates (Q1754277) (← links)
• A bi-level programming approach for global investment strategies with financial intermediation (Q1755269) (← links)
• Asset allocation strategies based on penalized quantile regression (Q1789637) (← links)
• Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model (Q1945088) (← links)
• Worst-case analysis of Gini mean difference safety measure (Q1983716) (← links)
• Uncertain portfolio selection with background risk and liquidity constraint (Q1993193) (← links)
• Second order of stochastic dominance efficiency vs mean variance efficiency (Q2029940) (← links)
• A theory of the risk for empirical CVaR with application to portfolio selection (Q2070025) (← links)
• Mixed value-at-risk and its numerical investigation (Q2137621) (← links)
• A combinatorial optimization approach to scenario filtering in portfolio selection (Q2146965) (← links)
• Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis (Q2150498) (← links)
• Pareto efficient buy and hold investment strategies under order book linked constraints (Q2150763) (← links)
• A possibilistic portfolio model with fuzzy liquidity constraint (Q2205332) (← links)
• A multi-objective multi-period stochastic programming model for public debt management (Q2270312) (← links)
• Enhanced indexing using weighted conditional value at risk (Q2288879) (← links)
• NORTA for portfolio credit risk (Q2288893) (← links)
• Clustering and portfolio selection problems: a unified framework (Q2297578) (← links)
• Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection (Q2313749) (← links)
• Multiperiod mean absolute deviation uncertain portfolio selection with real constraints (Q2318272) (← links)
• A mean-CVaR-skewness portfolio optimization model based on asymmetric Laplace distribution (Q2341246) (← links)
• Linear vs. quadratic portfolio selection models with hard real-world constraints (Q2355713) (← links)