Pages that link to "Item:Q286012"
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The following pages link to Portfolio optimization with a copula-based extension of conditional value-at-risk (Q286012):
Displaying 23 items.
- Multi-criteria decision making for choosing socially responsible investment within a behavioral portfolio theory framework: a new way of investing into a crisis environment (Q513098) (← links)
- Risk preference modeling with conditional average: An application to portfolio optimization (Q1026538) (← links)
- A new efficiently encoded multiobjective algorithm for the solution of the cardinality constrained portfolio optimization problem (Q1615960) (← links)
- Robust optimization of mixed CVaR STARR ratio using copulas (Q1631418) (← links)
- Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas (Q1648677) (← links)
- Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas (Q1698300) (← links)
- Efficiency evaluation of fuzzy portfolio in different risk measures via DEA (Q1730442) (← links)
- A hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costs (Q1730443) (← links)
- Improving the performance of evolutionary algorithms: a new approach utilizing information from the evolutionary process and its application to the fuzzy portfolio optimization problem (Q1730618) (← links)
- Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems (Q1730697) (← links)
- Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios (Q1751938) (← links)
- A generalized error distribution copula-based method for portfolios risk assessment (Q2159132) (← links)
- Calculating CVaR and bPOE for common probability distributions with application to portfolio optimization and density estimation (Q2241122) (← links)
- Multistage optimization of option portfolio using higher order coherent risk measures (Q2253640) (← links)
- Robust portfolio optimization with copulas (Q2256232) (← links)
- Portfolio optimization for inventory financing: copula-based approaches (Q2669576) (← links)
- Application of Copula and Copula-CVaR in the Multivariate Portfolio Optimization (Q3611913) (← links)
- On Conditional Value-at-Risk Based Goal Programming Portfolio Selection Procedure (Q3649617) (← links)
- Portfolio selection with commodities under conditional copulas and skew preferences (Q4683000) (← links)
- Credit risk optimization with conditional Value-at-Risk criterion (Q5944954) (← links)
- Portfolio selection based on semivariance and distance correlation under minimum variance framework (Q6067644) (← links)
- Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility (Q6556122) (← links)
- Distributionally robust portfolio optimization under marginal and copula ambiguity (Q6655814) (← links)
