Pages that link to "Item:Q5010072"
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The following pages link to COHERENT RISK MEASURES AND NORMAL MIXTURE DISTRIBUTIONS WITH APPLICATIONS IN PORTFOLIO OPTIMIZATION (Q5010072):
Displaying 5 items.
- Risk-adjusted probability measures in portfolio optimization with coherent measures of risk (Q930955) (← links)
- Aumann-Serrano index of risk in portfolio optimization (Q2067257) (← links)
- Calculating CVaR and bPOE for common probability distributions with application to portfolio optimization and density estimation (Q2241122) (← links)
- Proper Conditioning for Coherent VaR in Portfolio Management (Q3116094) (← links)
- Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models (Q6549617) (← links)