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
recently active cvar questions feed
Hot Network Questions
How do I get to the next level of chess skill?
Why don't I have to install programs?
Draw the shadows of buildings
Does Unity own my game?
How much does tire pressure affect the weight of the wheels
Are there any rules or guidelines out there for in-game gambling in D&D 4e?
Why is router considered to be a layer 3 device while it can handle layer 4 headers too?
Upgrade from Ubuntu 13.10 to 14.04
Can molten metal be suspended in air?
What is the largest ship in the Star Trek Universe?
Do I cite books that helped me indirectly?
What makes it illegal to use the information learned by exploiting a bug?
301 redirect + RewriteRule not working together?
Can we introduce new operations that make quintics solvable?
Force latex to show a square matrix as square
Printing an array to a file with each element of the array in a new line in bash
Question about conjugate points
How can I print out all but the last n characters in bash?
A Problem of Combinatorics
Should I unsubscribe uninterested mailing-list members?
Are there 3 trig functions or are there 6 trig functions?
Tool to reveal credentials in unencrypted POP3 connection
People not admitting when things are going bad
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