1

Long-only equal risk contribution portfolios for CVaR under discrete distributions

Year:
2018
Language:
english
File:
PDF, 1.42 MB
english, 2018
2

Portfolio credit-risk optimization

Year:
2012
Language:
english
File:
PDF, 653 KB
english, 2012
4

Bi-parametric convex quadratic optimization

Year:
2010
Language:
english
File:
PDF, 602 KB
english, 2010
5

Bias, exploitation and proxies in scenario-based risk minimization

Year:
2012
Language:
english
File:
PDF, 1.42 MB
english, 2012