Portfolio Optimization with Conditional Value-at-risk Objective and Constraints

Portfolio Optimization with Conditional Value-at-risk Objective and Constraints
Author :
Publisher :
Total Pages : 50
Release :
ISBN-10 : OCLC:150681946
ISBN-13 :
Rating : 4/5 ( Downloads)
DOWNLOAD EBOOK
Book Synopsis Portfolio Optimization with Conditional Value-at-risk Objective and Constraints by : Jonas Palmquist

Download or read book Portfolio Optimization with Conditional Value-at-risk Objective and Constraints written by Jonas Palmquist and published by . This book was released on 1999 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Portfolio Optimization with Conditional Value-at-risk Objective and Constraints Related Books

Portfolio Optimization with Conditional Value-at-risk Objective and Constraints
Language: en
Pages: 50

Portfolio Optimization with Conditional Value-at-risk Objective and Constraints

Authors: Jonas Palmquist
Categories:
Type: BOOK - Published: 1999 - Publisher:

DOWNLOAD EBOOK

Stochastic Optimization
Language: en
Pages: 438

Stochastic Optimization

Authors: Stanislav Uryasev
Categories: Technology & Engineering
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Stochastic programming is the study of procedures for decision making under the presence of uncertainties and risks. Stochastic programming approaches have been
Portfolio Optimization Under Conditional Value at Risk Constraints
Language: en
Pages: 0

Portfolio Optimization Under Conditional Value at Risk Constraints

Authors: Yannick Paukner
Categories:
Type: BOOK - Published: 2023 - Publisher:

DOWNLOAD EBOOK

Metaheuristic Approaches to Portfolio Optimization
Language: en
Pages: 263

Metaheuristic Approaches to Portfolio Optimization

Authors: Ray, Jhuma
Categories: Business & Economics
Type: BOOK - Published: 2019-06-22 - Publisher: IGI Global

DOWNLOAD EBOOK

Control of an impartial balance between risks and returns has become important for investors, and having a combination of financial instruments within a portfol
Encyclopedia of Operations Research and Management Science
Language: en
Pages: 774

Encyclopedia of Operations Research and Management Science

Authors: Saul I. Gass
Categories: Business & Economics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Operations Research: 1934-1941," 35, 1, 143-152; "British The goal of the Encyclopedia of Operations Research and Operational Research in World War II," 35, 3,