Pages that link to "Item:Q2070025"
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The following pages link to A theory of the risk for empirical CVaR with application to portfolio selection (Q2070025):
Displaying 6 items.
- Tempering effects of (dependent) background risks: a mean-variance analysis of portfolio selection (Q690980) (← links)
- Selecting the CP metric: A risk aversion approach (Q1278661) (← links)
- Calculating CVaR and bPOE for common probability distributions with application to portfolio optimization and density estimation (Q2241122) (← links)
- (Q3071558) (← links)
- Long-only equal risk contribution portfolios for CVaR under discrete distributions (Q4619533) (← links)
- Non-convex scenario optimization (Q6665391) (← links)