PDF) CVaR Regression Based on the Relation between CVaR and Mixed-Quantile Quadrangles
Mean-Variance Efficient and SSD Pairwise Efficient Indices (B-before... | Download Table
Mathematics | Free Full-Text | Dominance-Based Decision Rules for Pension Fund Selection under Different Distributional Assumptions
JRFM | Free Full-Text | Portfolios Dominating Indices: Optimization with Second-Order Stochastic Dominance Constraints vs. Minimum and Mean Variance Portfolios
PDF) On relations between DEA-risk models and stochastic dominance efficiency tests
Portfolio Risk Management Usingthe Lorenz Curve | The Journal of Portfolio Management
cvar - How to prove the following relation of Conditional Value-at-Risk and Value-at-Risk? - Quantitative Finance Stack Exchange
Enhanced indexing using weighted conditional value at risk | SpringerLink
PDF) Enhanced Index Tracking with CVaR-Based Measures | Włodzimierz Ogryczak, Gianfranco Guastaroba, and M.Grazia Speranza - Academia.edu
8 Other risk measures — MOSEK Portfolio Optimization Cookbook 1.2.1
Optimization with Multivariate Conditional Value-at-Risk Constraints
PDF) CVaR Regression Based on the Relation between CVaR and Mixed-Quantile Quadrangles
PDF) CVaR Regression Based on the Relation between CVaR and Mixed-Quantile Quadrangles
PDF) A comparison of MAD and CVaR models with real features | Enrico Angelelli - Academia.edu
Optimization with Multivariate Conditional Value-at-Risk Constraints
Stochastically Dominant Distributional Reinforcement Learning
Portfolio Planning
When CVaR Meets With Bluetooth PAN: A Physical Distancing System for COVID-19 Proactive Safety
PDF) When CVaR Meets with Bluetooth PAN: A Physical Distancing System for COVID-19 Proactive Safety
Out-of-sample downside risks from (SSD), (RSSD) (for λ = 0.2), (MM),... | Download Scientific Diagram
Out-of-sample cumulative returns from (SSD), (RSSD) (for λ = 0.2),... | Download Scientific Diagram
Efficient Portfolio Optimization with Conditional Value at Risk
Comparison among the H&N allocations for different put strikes... | Download Scientific Diagram
Mathematics | Free Full-Text | Interactions of Logistic Distribution to Credit Valuation Adjustment: A Study on the Associated Expected Exposure and the Conditional Value at Risk
Portfolio Optimization using Conditional Value at Risk | Thomas T. Bjerring
