Interval-based stochastic dominance: theoretical framework and application to portfolio choices | SpringerLink
SSD CONSISTENT CRITERIA AND COHERENT RISK MEASURES
Mean-Variance Efficient and SSD Pairwise Efficient Indices (B-before... | Download Table
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JRFM | Free Full-Text | Portfolios Dominating Indices: Optimization with Second-Order Stochastic Dominance Constraints vs. Minimum and Mean Variance Portfolios
PDF) Enhanced Index Tracking with CVaR-Based Measures
PDF) CVaR Regression Based on the Relation between CVaR and Mixed-Quantile Quadrangles
Comparison among the H&N allocations for different put strikes... | Download Scientific Diagram
Optimization with Multivariate Conditional Value-at-Risk Constraints
PDF) CVaR Regression Based on the Relation between CVaR and Mixed-Quantile Quadrangles
Optimization with Multivariate Conditional Value-at-Risk Constraints
Mean-Variance Efficient and SSD Pairwise Efficient Indices (B-before... | Download Table
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
Symmetry | Free Full-Text | On the Statistical GARCH Model for Managing the Risk by Employing a Fat-Tailed Distribution in Finance
PDF) CVaR Regression Based on the Relation between CVaR and Mixed-Quantile Quadrangles
PDF) When CVaR Meets with Bluetooth PAN: A Physical Distancing System for COVID-19 Proactive Safety
Optimization with Multivariate Conditional Value-at-Risk Constraints
Stochastically Dominant Distributional Reinforcement Learning
Optimal weights (W i , i = 1, 2, . . . , 19) of the 19 stocks and the... | Download Table
cvar - How to prove the following relation of Conditional Value-at-Risk and Value-at-Risk? - Quantitative Finance Stack Exchange
Out-of-sample cumulative returns from (SSD), (RSSD) (for λ = 0.2),... | Download Scientific Diagram
CVaR(0.1) model without and with diversification constraints: Optimal... | Download Table
Efficient Portfolio Optimization with Conditional Value at Risk
