Pages that link to "Item:Q5944954"
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The following pages link to Credit risk optimization with conditional Value-at-Risk criterion (Q5944954):
Displaying 50 items.
- Portfolio optimization with a copula-based extension of conditional value-at-risk (Q286012) (← links)
- A hybrid stock trading system using genetic network programming and mean conditional value-at-risk (Q300078) (← links)
- Risk management in portfolio applications of non-convex stochastic programming (Q300194) (← links)
- CVaR minimization by the SRA algorithm (Q300852) (← links)
- Take it to the limit: innovative CVaR applications to extreme credit risk measurement (Q320976) (← links)
- On solving the dual for portfolio selection by optimizing conditional value at risk (Q409275) (← links)
- R\&D pipeline management: task interdependencies and risk management (Q420877) (← links)
- Detecting large risk-averse 2-clubs in graphs with random edge failures (Q513610) (← links)
- Stochastic optimization problems with CVaR risk measure and their sample average approximation (Q604268) (← links)
- Time-consistent and self-coordination strategies for multi-period mean-conditional value-at-risk portfolio selection (Q666996) (← links)
- A smoothing sample average approximation method for stochastic optimization problems with CVaR risk measure (Q763404) (← links)
- Integrated chance constraints: reduced forms and an algorithm (Q867427) (← links)
- Handling CVaR objectives and constraints in two-stage stochastic models (Q932208) (← links)
- A hybrid heuristic approach to discrete multi-objective optimization of credit portfolios (Q957021) (← 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)
- Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization (Q989841) (← links)
- Risk preference modeling with conditional average: An application to portfolio optimization (Q1026538) (← links)
- DC programming and DCA for globally solving the value-at-risk (Q1035285) (← links)
- Models and simulations for portfolio rebalancing (Q1038764) (← links)
- A fair division approach to humanitarian logistics inspired by conditional value-at-risk (Q1640048) (← links)
- Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas (Q1648677) (← links)
- A mean-risk mixed integer nonlinear program for transportation network protection (Q1681354) (← links)
- Index tracking and enhanced indexing using mixed conditional value-at-risk (Q1743942) (← links)
- Value-at-risk optimization using the difference of convex algorithm (Q1929961) (← links)
- Analysis of futures and spot electricity markets under risk aversion (Q2030684) (← links)
- Adjusted Rényi entropic value-at-risk (Q2106741) (← links)
- Modelling tail credit risk using transition matrices (Q2227413) (← links)
- A robust bank asset allocation model integrating credit-rating migration risk and capital adequacy ratio regulations (Q2241085) (← links)
- NORTA for portfolio credit risk (Q2288893) (← links)
- Distributionally robust return-risk optimization models and their applications (Q2336705) (← links)
- Measuring the coupled risks: A copula-based CVaR model (Q2378280) (← links)
- Dynamic CVAR with multi-period risk problems (Q2392648) (← links)
- Inseparable robust reward-risk optimization models with distribution uncertainty (Q2396920) (← links)
- A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem (Q2432914) (← links)
- Credit risk optimization using factor models (Q2480237) (← links)
- Conditional value at risk and related linear programming models for portfolio optimization (Q2480247) (← links)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
- Measuring risk for income streams (Q2574064) (← links)
- Multi-market portfolio optimization with conditional value at risk (Q2670592) (← links)
- An average-value-at-risk criterion for Markov decision processes with unbounded costs (Q2689710) (← links)
- Empirical tail risk management with model-based annealing random search (Q2700078) (← links)
- Large-Scale Loan Portfolio Selection (Q2957455) (← links)
- Conditional Value-at-Risk Approximation to Value-at-Risk Constrained Programs: A Remedy via Monte Carlo (Q2962566) (← links)
- Minimum Average Value-at-Risk for Finite Horizon Semi-Markov Decision Processes in Continuous Time (Q3465235) (← links)
- Open-Pit Mining with Uncertainty: A Conditional Value-at-Risk Approach (Q4596157) (← links)
- Hedging Market and Credit Risk in Corporate Bond Portfolios (Q4613812) (← links)
- Tracking bond indices in an integrated market and credit risk environment (Q4647251) (← links)
- Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk (Q5270722) (← links)
- Zero-sum stochastic games with the average-value-at-risk criterion (Q6081615) (← links)
