Pages that link to "Item:Q300852"
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The following pages link to CVaR minimization by the SRA algorithm (Q300852):
Displaying 7 items.
- Risk management in portfolio applications of non-convex stochastic programming (Q300194) (← links)
- VaR as the CVaR sensitivity: applications in risk optimization (Q313597) (← links)
- Portfolio performance measurement using differential evolution (Q314615) (← links)
- Computational aspects of minimizing conditional value-at-risk (Q926312) (← links)
- Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization (Q2231331) (← links)
- Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs (Q2355203) (← links)
- Empirical distribution of daily stock returns of selected developing and emerging markets with application to financial risk management (Q2673295) (← links)