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 49 items.

• 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)
• Measuring the coupled risks: A copula-based CVaR model (Q2378280) (← links)
• Sensitivity of portfolio VaR and CVaR to portfolio return characteristics (Q2393347) (← links)
• A closed-form solution of the Black-Litterman model with conditional value at risk (Q2417059) (← links)
• A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem (Q2432914) (← links)
• Risk-averse two-stage stochastic programs in furniture plants (Q2454333) (← links)
• A mixed R{\&}D projects and securities portfolio selection model (Q2455632) (← links)
• Optimal strategies in linear multisector models: Value function and optimality conditions (Q2468508) (← 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)
• Time consistency and risk averse dynamic decision models: definition, interpretation and practical consequences (Q2514776) (← links)
• On extending the LP computable risk measures to account downside risk (Q2574063) (← links)
• Multi-market portfolio optimization with conditional value at risk (Q2670592) (← links)
• Portfolio optimization and marginal contribution to risk on multivariate normal tempered stable model (Q2673808) (← links)
• Online risk-averse submodular maximization (Q2678600) (← links)
• Conditional value-at-risk: optimization approach (Q2752044) (← links)
• A bi-objective portfolio optimization with conditional value-at-risk (Q2902361) (← links)
• An integrated approach for stock evaluation and portfolio optimization (Q2903132) (← links)
• (Q3054455) (← links)
• Portfolio construction on the Athens Stock Exchange: a multiobjective optimization approach (Q3066930) (← links)
• ON DUAL APPROACHES TO EFFICIENT OPTIMIZATION OF LP COMPUTABLE RISK MEASURES FOR PORTFOLIO SELECTION (Q3083548) (← links)
• Adaptive Reduced-Order Model Construction for Conditional Value-at-Risk Estimation (Q3296925) (← links)
• PIECEWISE LINEAR RISK FUNCTION AND PORTFOLIO OPTIMIZATION (Q3487096) (← links)
• On Decision Support Under Risk by the WOWA Optimization (Q3524991) (← links)
• On Conditional Value-at-Risk Based Goal Programming Portfolio Selection Procedure (Q3649617) (← links)
• Linear Optimization in C (Ω) and Portfolio Insurance (Q4430671) (← links)
• (Q4459984) (← links)
• MULTIPERIOD CREDIBILITIC MEAN SEMI-ABSOLUTE DEVIATION PORTFOLIO SELECTION (Q4553384) (← links)
• Robust Decisions under Risk for Imprecise Probabilities (Q4558801) (← links)
• A note on optimal portfolio corresponding to the CVaR ratio (Q4578150) (← links)
• Open-Pit Mining with Uncertainty: A Conditional Value-at-Risk Approach (Q4596157) (← links)
• Mean-risk-skewness models for portfolio optimization based on uncertain measure (Q4643691) (← links)
• Optimization with Multivariate Conditional Value-at-Risk Constraints (Q5166262) (← links)
• Tail mean and related robust solution concepts (Q5172535) (← links)
• Downside Risk Approach for Multi-Objective Portfolio Optimization (Q5176298) (← links)
• (Q5324634) (← links)
• Optimal Control of Conditional Value-at-Risk in Continuous Time (Q5347544) (← links)
• Stability analysis of portfolio management with conditional value-at-risk (Q5423192) (← links)
• Portfolio selection with a minimax measure in safety constraint (Q5746727) (← links)
• Bounds for portfolio weights in decentralized asset allocation (Q5879666) (← links)
• Conditional value‐at‐risk beyond finance: a survey (Q6090467) (← links)
• Robust reward–risk ratio portfolio optimization (Q6091880) (← links)
• Interactive Socially Responsible Portfolio Selection: An Application to the Spanish Stock Market (Q6160425) (← links)
• A robust ordered weighted averaging loss model for portfolio optimization (Q6568483) (← links)