PDF) A comparison of MAD and CVaR models with real features | Enrico Angelelli - Academia.edu
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
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
Portfolio Risk Management Usingthe Lorenz Curve | The Journal of Portfolio Management
Comparison among the H&N allocations for different put strikes... | Download Scientific Diagram
PDF) Algorithms for handling CVaR-constraints in dynamic stochastic programming models with applications to finance
VaR vs CVaR in Risk Management and Optimization
PDF) Enhanced Index Tracking with CVaR-Based Measures | Włodzimierz Ogryczak, Gianfranco Guastaroba, and M.Grazia Speranza - Academia.edu
PDF) CVaR Regression Based on the Relation between CVaR and Mixed-Quantile Quadrangles
Out-of-sample cumulative returns from (SSD), (RSSD) (for λ = 0.2)
Mean-Variance Efficient and SSD Pairwise Efficient Indices (B-before... | Download Table
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
Mathematics | Free Full-Text | Dominance-Based Decision Rules for Pension Fund Selection under Different Distributional Assumptions
Symmetry | Free Full-Text | On the Statistical GARCH Model for Managing the Risk by Employing a Fat-Tailed Distribution in Finance
Portfolio Planning
Optimization with Multivariate Conditional Value-at-Risk Constraints
Efficient Portfolio Optimization with Conditional Value at Risk
Stochastically Dominant Distributional Reinforcement Learning
Optimization with Multivariate Conditional Value-at-Risk Constraints
SSD CONSISTENT CRITERIA AND COHERENT RISK MEASURES
CVaR(0.1) model without and with diversification constraints: Optimal... | Download Table
Enhanced indexing using weighted conditional value at risk | SpringerLink
Optimization with Multivariate Conditional Value-at-Risk Constraints
