The following pages link to Risk management with weighted VaR (Q4962462):
Displaying 18 items.
- Weighted V\@R and its properties (Q854285) (← links)
- Weighted risk capital allocations (Q974815) (← links)
- Dividend optimization for jump-diffusion model with solvency constraints (Q1984693) (← links)
- Risk management with expected shortfall (Q2230765) (← links)
- Representation theorems for WVaR with respect to a capacity (Q2288804) (← links)
- OR Forum—Design of Risk Weights (Q2941417) (← links)
- Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR (Q3449459) (← links)
- Adjusting covariance matrix for risk management (Q5139262) (← links)
- A Classification Approach to General S-Shaped Utility Optimization with Principals' Constraints (Q5139677) (← links)
- Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets (Q5162844) (← links)
- Nonconcave Optimal Investment with Value-at-Risk Constraint: An Application to Life Insurance Contracts (Q5222157) (← links)
- Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory (Q5887319) (← links)
- Optimal investment problem under behavioral setting: a Lagrange duality perspective (Q6087275) (← links)
- Relative Growth Rate Optimization Under Behavioral Criterion (Q6091090) (← links)
- Non-concave portfolio optimization with average value-at-risk (Q6113171) (← links)
- Optimal investment with risk controlled by weighted entropic risk measures (Q6496946) (← links)
- Tail mean-variance portfolio selection with estimation risk (Q6543158) (← links)
- Risk-adjusted exponential gradient strategies for online portfolio selection (Q6621838) (← links)
