Pages that link to "Item:Q2393347"
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The following pages link to Sensitivity of portfolio VaR and CVaR to portfolio return characteristics (Q2393347):
Displaying 16 items.
- The impact of covariance misspecification in risk-based portfolios (Q126312) (← links)
- On the impact of semidefinite positive correlation measures in portfolio theory (Q256678) (← links)
- Dynamic conditional value-at-risk model for routing and scheduling of hazardous material transportation networks (Q513121) (← links)
- Quantifying market risk with value-at-risk or expected shortfall? -- Consequences for capital requirements and model risk (Q1656799) (← links)
- Sensitivity analysis of mixed tempered stable parameters with implications in portfolio optimization (Q1722750) (← links)
- Using parametric classification trees for model selection with applications to financial risk management (Q1751885) (← links)
- Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model (Q1945088) (← links)
- A generalized error distribution copula-based method for portfolios risk assessment (Q2159132) (← links)
- Nearest comoment estimation with unobserved factors (Q2190230) (← links)
- Multi-period portfolio selection with drawdown control (Q2288940) (← links)
- Continuous-time Markov chain models to estimate the premium for extended hedge fund lockups (Q2449361) (← links)
- Theoretical and empirical estimates of mean-variance portfolio sensitivity (Q2514711) (← links)
- Robustness of optimal portfolios under risk and stochastic dominance constraints (Q2514714) (← links)
- Portfolio optimization and marginal contribution to risk on multivariate normal tempered stable model (Q2673808) (← links)
- (Q5490711) (← links)
- Portfolio optimization with relative tail risk (Q6644371) (← links)
