PDF) Enhanced Index Tracking with CVaR-Based Measures | Włodzimierz Ogryczak, Gianfranco Guastaroba, and M.Grazia Speranza - Academia.edu
Out-of-sample cumulative returns from (SSD), (RSSD) (for λ = 0.2)
Optimization with Multivariate Conditional Value-at-Risk Constraints
PDF) CVaR Regression Based on the Relation between CVaR and Mixed-Quantile Quadrangles
Optimal weights (W i , i = 1, 2, . . . , 19) of the 19 stocks and the... | Download Table
VaR vs CVaR in Risk Management and Optimization
When CVaR Meets With Bluetooth PAN: A Physical Distancing System for COVID-19 Proactive Safety
Portfolio Optimization using Conditional Value at Risk | Thomas T. Bjerring
Enhanced indexing using weighted conditional value at risk | SpringerLink
CVaR(0.1) model without and with diversification constraints: Optimal... | Download Table
PDF) A comparison of MAD and CVaR models with real features | Enrico Angelelli - Academia.edu
Stochastically Dominant Distributional Reinforcement Learning
Portfolio Risk Management Usingthe Lorenz Curve | The Journal of Portfolio Management
Portfolio Planning
Optimization with Multivariate Conditional Value-at-Risk Constraints
Mean-Variance Efficient and SSD Pairwise Efficient Indices (B-before... | Download Table
PDF) On relations between DEA-risk models and stochastic dominance efficiency tests
Mathematics | Free Full-Text | Interactions of Logistic Distribution to Credit Valuation Adjustment: A Study on the Associated Expected Exposure and the Conditional Value at Risk
8 Other risk measures — MOSEK Portfolio Optimization Cookbook 1.2.1
Mathematics | Free Full-Text | Interactions of Logistic Distribution to Credit Valuation Adjustment: A Study on the Associated Expected Exposure and the Conditional Value at Risk
Out-of-sample cumulative returns from (SSD), (RSSD) (for λ = 0.2),... | Download Scientific Diagram
