Pages that link to "Item:Q2438424"
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The following pages link to CVaR proxies for minimizing scenario-based value-at-risk (Q2438424):
Displaying 12 items.
- Robust scenario-based value-at-risk optimization (Q286009) (← links)
- CVaR minimization by the SRA algorithm (Q300852) (← links)
- VaR as the CVaR sensitivity: applications in risk optimization (Q313597) (← links)
- Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization (Q989841) (← links)
- Computing near-optimal value-at-risk portfolios using integer programming techniques (Q1754091) (← links)
- A theory of the risk for empirical CVaR with application to portfolio selection (Q2070025) (← links)
- Fast gradient descent method for mean-CVaR optimization (Q2393350) (← links)
- Conditional Value-at-Risk Approximation to Value-at-Risk Constrained Programs: A Remedy via Monte Carlo (Q2962566) (← links)
- Long-only equal risk contribution portfolios for CVaR under discrete distributions (Q4619533) (← links)
- Model and efficient algorithm for the portfolio selection problem with real‐world constraints under value‐at‐risk measure (Q6056329) (← links)
- Pathwise CVA regressions with oversimulated defaults (Q6078661) (← links)
- Geometric Characterization of Maximum Diversification Return Portfolio via Rao’s Quadratic Entropy (Q6159081) (← links)