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 usage guidance.
Portfolio optimization with Portfolio CVaR Constraint
I wanted to optimize a portfolio based on a portfolio-wide CVaR constraint (i.e. $CVaR_p \leq 0.08$). Unfortunately, I only find solution that minimizes the entire CVaR of the Portfolio. Do you mind ...
Apr 17 '14 at 11:50
recently active cvar questions feed
frequent question tagged
Hot Network Questions
How to align vertically by right border?
Why and when was Spock made to restrain his emotions?
Build a Property Management System with Craft CMS?
Why did the Junkers Ju-52 had corrugated external surfaces?
How is 12M of sulfuric acid in 1 L bottle 72% w/w?
Why is it necessary for a ring to have multiplicative identity?
What is meant by a "two-lane" road?
How to deal with pornography in the workplace?
How can a high voltage transistor be in such small packaging?
Is it possible for customers to login with a customer number instead of a email address
In a world without obstacles, would life evolve wheels?
NOLOCK hint changes order of records returned
Is it reasonable to want to format work PC when resigning?
Hide password protected posts in admin
Should I always put another person's interest before mine?
What is a "Pod-Pak"?
Is it OK to review a manuscript written by an editor who handled (and accepted) one of your papers?
How is it possible for millions to use pirated software at home and never get arrested?
Can there be two winners at the same time in Catan?
Looking for a book about kids with animal guides
It's super effective!
How can I make my languages structurally less like English?
why is rm allowed to delete a file under ownership of a different user?
Advice for Mathematica as Mathematician's Aid
more hot questions
Life / Arts
Culture / Recreation
TeX - LaTeX
Unix & Linux
Ask Different (Apple)
Geographic Information Systems
Science Fiction & Fantasy
Movies & TV
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 © 2015 Stack Exchange Inc; user contributions licensed under
cc by-sa 3.0