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
Optimization with Multivariate Conditional Value-at-Risk Constraints
Out-of-sample downside risks from (SSD), (RSSD) (for λ = 0.2), (MM),... | Download Scientific Diagram
Portfolio Optimization using Conditional Value at Risk | Thomas T. Bjerring
SSD CONSISTENT CRITERIA AND COHERENT RISK MEASURES
PDF) A comparison of MAD and CVaR models with real features | Enrico Angelelli - Academia.edu
Mathematics | Free Full-Text | Dominance-Based Decision Rules for Pension Fund Selection under Different Distributional Assumptions
8 Other risk measures — MOSEK Portfolio Optimization Cookbook 1.2.1
CVaR(0.1) model without and with diversification constraints: Optimal... | Download Table
Portfolio Risk Management Usingthe Lorenz Curve | The Journal of Portfolio Management
PDF) Algorithms for handling CVaR-constraints in dynamic stochastic programming models with applications to finance
cvar - How to prove the following relation of Conditional Value-at-Risk and Value-at-Risk? - Quantitative Finance Stack Exchange
JRFM | Free Full-Text | Portfolios Dominating Indices: Optimization with Second-Order Stochastic Dominance Constraints vs. Minimum and Mean Variance Portfolios
Mean-Variance Efficient and SSD Pairwise Efficient Indices (B-before... | Download Table
PDF) CVaR Regression Based on the Relation between CVaR and Mixed-Quantile Quadrangles
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PDF) Enhanced Index Tracking with CVaR-Based Measures | Włodzimierz Ogryczak, Gianfranco Guastaroba, and M.Grazia Speranza - Academia.edu
Optimal weights (W i , i = 1, 2, . . . , 19) of the 19 stocks and the... | Download Table
Stochastically Dominant Distributional Reinforcement Learning
Out-of-sample cumulative returns from (SSD), (RSSD) (for λ = 0.2)
