نتایج جستجو برای: portfolio selection

تعداد نتایج: 335264  

Journal: :Journal of Service Science (JSS) 2008

Journal: :Industrial Engineering and Management Systems 2014

Journal: :Computational Management Science 2021

Abstract In this paper the concept of quantile-based optimal portfolio selection is introduced and a specific connected to it, conditional value-of-return (CVoR) portfolio, proposed. The CVoR defined as mean excess return or value-at-risk (CVaR) distribution. consists solely risk measures. Financial institutions that work in context Basel 4 use CVaR measure. regulatory framework sufficient nece...

Journal: :Stochastic Processes and their Applications 2006

Journal: :Computers & Operations Research 2007

Journal: :The Journal of Financial Data Science 2020

Journal: :SIAM Journal on Control and Optimization 2017

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