Pages that link to "Item:Q2241122"
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The following pages link to Calculating CVaR and bPOE for common probability distributions with application to portfolio optimization and density estimation (Q2241122):
Displaying 10 items.
- Bregman superquantiles. Estimation methods and applications (Q325014) (← links)
- A hybrid algorithm for portfolio selection: an application on the Dow Jones Index (DJI) (Q2043186) (← links)
- A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy (Q2152243) (← links)
- Fitting heavy-tailed mixture models with CVaR constraints (Q2178951) (← links)
- Ellipsoidal buffered area under the curve maximization model with variable selection in credit risk estimation (Q6067195) (← links)
- Buffered-ranking intervals for virtual profit efficiency analysis (Q6090374) (← links)
- Generalized PELVE and applications to risk measures (Q6173891) (← links)
- A methodology to estimate the optimal debt ratio when asset returns, and default probability follow stochastic processes (Q6175370) (← links)
- Efficient and robust optimal design for quantile regression based on linear programming (Q6554249) (← links)
- Globalized distributionally robust optimization problems under the moment-based framework (Q6611216) (← links)
