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. $CVaR_p \leq 0.08$). 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
JNat and animuson: workin’ on ur problemz
Hot Network Questions
Software vs hardware RAID performance and cache usage
How do I copy a Mac volume using cp?
Would it be viable to install a screen in front of jet intakes to prevent them from sucking in birds?
How do I deal with high speed, blunt action declaration outside of combat?
Am I considered in debt if pay mortgage?
Is Fuji-san really that easy to be climbed?
Do résumés written in LaTeX show more promise when applying to graduate schools?
Suspended animation vs. regular animation aboard a spaceship
Making a night scene without being dark on the monitor
Can a massive MySQL data import on an SSD damage it?
Why [object Object] mentions "object" twice?
Should I redirect the user if there's only one search result, or still show the results list?
Finding the derivative of the integral using the Fundamental Theorem of Calculus.
Why can't you work backwards with public key to decrypt a message?
Why is Day Trading considered riskier than long term trading?
Better term than "hardcoded" for end-user documentation
Is email from my Wordpress site a hack or just a normal comment?
Why does emptying disk space speed up computers?
Would Gollum qualify, as a Ringbearer, to go to the Undying Lands?
Why isn’t the “JRTI” barge larger?
Is www.onetwotrade.com a scam?
What is a multivariate random variable?
What is a real-world use-case/need for a left-recursive grammar?
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 © 2015 stack exchange inc; user contributions licensed under
cc by-sa 3.0