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 ...
13 hours ago
recently active cvar questions feed
Announcing The Launch Of Meta Stack Exchange
Hot Network Questions
What's the difference in responsibilities between a committee member, a co-advisor and an advisor in an PhD committee?
How Powerful is Mind Control?
Examples and applications of the pigeonhole principle
How to create this figure?
Nameserver working for all TLDs except .org
Did Arwen actually die?
Why did Microsoft choose the word "Recycle Bin"?
Is there any evidence to back up the theory elderly people won't know how to use a smartphone?
In SQL Server, should I force a LOOP JOIN in the following case?
How to make this hand-colored drawing even more fancier?
Why can private method be final?
Why doesn't Apple ship and support FOSS drivers for NTFS write capabilities?
Plausible explanation for large number of armed adventurers in fantasy RPG setting?
Algebraic Closure of a Ring is Not a Ring?
One of my players is too passive and uninterested
What needs to happen for email encryption to go mainstream?
The antonym of political-savvy
What does 'highly non linear' mean?
Just found out my 13 year old girl is Bi and dating a 17 year old girl in an "open" relationship. Huh? Now what?
Why do you have to begin with the largest angle or side when using law of cosines
Identical twins' genders
What would be preferred aesthetically and performance wise?
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