Quantitative Finance Meta
to customize your list.
more stack exchange communities
Start here for a quick overview of the site
Detailed answers to any questions you might have
Discuss the workings and policies of this site
tag has no wiki summary.
Portfolio optimization with Portfolio CVaR Constraint
I wanted to optimize a portfolio based on a portfolio-wide CVaR constraint (i.e. $CVaR_p \geq 0.08$). Unfortunately, I only find solution that minimizes the entire CVaR of the Portfolio. Do you mind ...
2 days ago
newest cvar questions feed
Announcing The Launch Of Meta Stack Exchange
Hot Network Questions
How can I create loopable bounces for video games?
Does `sl` ever show the current directory?
Will treats make this behavior worse or work as a training aid?
Is machine language always binary?
Inductive argument for infinite number of cities
Single word for shopping after comparing price and features across multiple shops and product types
What's the rationale behind the degrees of freedom in Levene's test?
Why are sine/cosine always used to describe oscillations?
Disabling 10NES Chip
Writing better JUnit tests
Feynman diagrams with feynmf/feynmp - edges of diagram cropped off?
Finding the parameter that makes real part of an eigenvalue of a matrix 0
How much does tire pressure affect the weight of the wheels
If there are obvious things, why should we prove them?
How big of a deal is Westeros?
Why was the triceratops ill?
Big O and function composition
Is this function vulnerable to SQL injection?
PCB design consideration for a SMA antenna
Is the altimeter setting corrected for temperature?
What is the convention for naming routes?
Why can't PCIe devices share lanes?
Am I morally obligated to pursue a career in medicine?
more hot questions
Life / Arts
Culture / Recreation
TeX - LaTeX
Unix & Linux
Ask Different (Apple)
Geographic Information Systems
Science Fiction & Fantasy
Seasoned Advice (cooking)
Personal Finance & Money
English Language & Usage
Mi Yodeya (Judaism)
Cross Validated (stats)
Theoretical Computer Science
Meta Stack Exchange
Stack Overflow Careers
site design / logo © 2014 stack exchange inc; user contributions licensed under
cc by-sa 3.0