Search Results - "Conditional value at risk (CVaR)"

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  1. 1
    A novel hybrid algorithm for mean-CVaR portfolio selection with real-world constraints

    A novel hybrid algorithm for mean-CVaR portfolio selection with real-world constraints by Qin, Quande, Li, Li, Cheng, Shi

    Published 2014
    Subjects: “…Conditional Value at Risk; CVaR; Hybrid algorithm; Port- folio selection…”
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  2. 2
    A risk management system for sustainable fleet replacement

    A risk management system for sustainable fleet replacement by Ansaripoor, Amir, Oliveira, F., Liret, A.

    Published 2014
    Subjects: Get full text

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