نتایج جستجو برای: portfolio selection
تعداد نتایج: 335264 فیلتر نتایج به سال:
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:
:The Journal of Financial Data Science
2020
Journal:
:SIAM Journal on Control and Optimization
2017
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