Pages that link to "Item:Q1028529"

The following pages link to Estimating allocations for value-at-risk portfolio optimization (Q1028529):

Displaying 18 items.

• Medium range optimization of copper extraction planning under uncertainty in future copper prices (Q297027) (← links)
• Fast remote but not extreme quantiles with multiple factors: applications to Solvency II and enterprise risk management (Q635987) (← links)
• Estimating probabilities relevant to calculating relative risk-corrected returns of alternative portfolios (Q1375552) (← links)
• Determination and estimation of risk aversion coefficients (Q1616811) (← links)
• Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization (Q1652363) (← links)
• In search of robust methods for multi-currency portfolio construction by value at risk (Q1732977) (← links)
• Mean-VaR portfolio optimization: a nonparametric approach (Q1753495) (← links)
• Forecasting compositional risk allocations (Q1757613) (← links)
• A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms (Q2318256) (← links)
• Distribution assumptions and risk constraints in portfolio optimization (Q2477612) (← links)
• Mean-risk model for uncertain portfolio selection with background risk and realistic constraints (Q2691461) (← links)
• Minimum VaR and minimum CVaR optimal portfolios: Estimators, confidence regions, and tests (Q3143705) (← links)
• Determining and Allocating Diversification Benefits for a Portfolio of Risks (Q3569714) (← links)
• How does the choice of Value-at-Risk estimator influence asset allocation decisions? (Q4619539) (← links)
• (Q5011445) (← links)
• Portfolio selection based on a nonlinear neural network: An application on the Istanbul Stock Exchange (ISE30) (Q5085738) (← links)
• Backtesting portfolio value‐at‐risk with estimated portfolio weights (Q5135314) (← links)
• Value at risk for confidence level quantifications in robust engineering optimization (Q5418933) (← links)