Pages that link to "Item:Q665824"
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The following pages link to Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation (Q665824):
Displaying 7 items.
- Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios (Q470428) (← links)
- Fat tails, VaR and subadditivity (Q528149) (← links)
- Low order-value approach for solving var-constrained optimization problems (Q656968) (← links)
- Mean-VaR portfolio optimization: a nonparametric approach (Q1753495) (← links)
- The risk-averse newsvendor problem with random capacity (Q2356099) (← links)
- Static and dynamic VaR constrained portfolios with application to delegated portfolio management (Q5746724) (← links)
- Minimizing oracle-structured composite functions (Q6173766) (← links)
