Pages that link to "Item:Q2752044"
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The following pages link to Conditional value-at-risk: optimization approach (Q2752044):
Displaying 50 items.
- Portfolio optimization with a copula-based extension of conditional value-at-risk (Q286012) (← links)
- CVaR minimization by the SRA algorithm (Q300852) (← links)
- Scenario aggregation method for portfolio expectile optimization (Q308418) (← links)
- VaR as the CVaR sensitivity: applications in risk optimization (Q313597) (← links)
- Level bundle methods for constrained convex optimization with various oracles (Q404512) (← links)
- Cost/risk balanced management of scarce resources using stochastic programming (Q421743) (← links)
- Medium-term planning for thermal electricity production (Q480763) (← links)
- A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs (Q480938) (← links)
- Risk preferences on the space of quantile functions (Q484133) (← links)
- Continuous time portfolio selection under conditional capital at risk (Q609731) (← links)
- Conditional value-at-risk in portfolio optimization: coherent but fragile (Q635502) (← links)
- Optimal portfolio selection and dynamic benchmark tracking (Q704069) (← links)
- On the conditional value-at-risk probability-dependent utility function (Q849311) (← links)
- Computational aspects of minimizing conditional value-at-risk (Q926312) (← links)
- Shortfall as a risk measure: properties, optimization and applications (Q953649) (← links)
- Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization (Q989841) (← links)
- Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm (Q1011192) (← links)
- Rational risk valuation given sequential reduction opportunities (Q1327934) (← links)
- On risk measuring in the variance-gamma model (Q1688726) (← links)
- Optimal expected utility risk measures (Q1688731) (← links)
- Stochastic multi-site supply chain planning in textile and apparel industry under demand and price uncertainties with risk aversion (Q1730562) (← links)
- New algorithmic framework for conditional value at risk: application to stochastic fixed-charge transportation (Q1735183) (← links)
- Index tracking and enhanced indexing using mixed conditional value-at-risk (Q1743942) (← links)
- Improved confidence intervals for quantiles (Q1934477) (← links)
- Modeling the dependence of losses of a financial portfolio using nested Archimedean copulas (Q1980361) (← links)
- Approximation of CVaR minimization for hedging under exponential-Lévy models (Q2012597) (← links)
- Differential equations connecting VaR and CVaR (Q2012604) (← links)
- Nested dynamic network data envelopment analysis models with infinitely many decision making units for portfolio evaluation (Q2030733) (← links)
- A theory of the risk for empirical CVaR with application to portfolio selection (Q2070025) (← links)
- Distributionally robust front distribution center inventory optimization with uncertain multi-item orders (Q2090456) (← links)
- The case of ``Less is more'': modelling risk-preference with expected downside risk (Q2098897) (← links)
- Risk management with expected shortfall (Q2230765) (← links)
- Non asymptotic controls on a recursive superquantile approximation (Q2233588) (← links)
- Distributionally robust return-risk optimization models and their applications (Q2336705) (← links)
- Consistent modeling of risk averse behavior with spectral risk measures (Q2355881) (← links)
- A double clustering algorithm for financial time series based on extreme events (Q2397475) (← links)
- A closed-form solution of the Black-Litterman model with conditional value at risk (Q2417059) (← links)
- CVaR proxies for minimizing scenario-based value-at-risk (Q2438424) (← links)
- Dynamic hedging of conditional value-at-risk (Q2444719) (← links)
- Selection of a fixed-income portfolio (Q2457539) (← links)
- Conditional value at risk and related linear programming models for portfolio optimization (Q2480247) (← links)
- Verification of internal risk measure estimates (Q2520725) (← links)
- Hedging conditional value at risk with options (Q2630117) (← links)
- Empirical tail risk management with model-based annealing random search (Q2700078) (← links)
- Introduction to the theory of probabilistic functions and percentiles (value-at-risk) (Q2724690) (← links)
- Some remarks on the value-at-risk and the conditional value-at-risk (Q2724706) (← links)
- CVaR hedging using quantization-based stochastic approximation algorithm (Q2788694) (← links)
- Multilevel optimization modeling for risk-averse stochastic programming (Q2806871) (← links)
- Conditional Value-at-Risk Approximation to Value-at-Risk Constrained Programs: A Remedy via Monte Carlo (Q2962566) (← links)
- (Q3054455) (← links)
