The following pages link to Adam Krzemienowski (Q286010):
Displaying 3 items.
- Portfolio optimization with a copula-based extension of conditional value-at-risk (Q286012) (← links)
- Risk preference modeling with conditional average: An application to portfolio optimization (Q1026538) (← links)
- On extending the LP computable risk measures to account downside risk (Q2574063) (← links)