Quantitative Finance Meta
to customize your list.
more stack exchange communities
Reputation and Badges
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
What is the instructional language of DNA?
Selection Sort in C++
Being an academic far from the action
Writing nested for loops to produce certain output
Sorting a list based on date and time
Why do particles in the molten wax near a burning candle wick get pushed away?
Is power consumed from battery to run the phone when charging?
Legen… wait for it…
Geometry-mathematical or scientific?
Can't apply SELinux file context to paths with symlinks
Pick elements from list "separately"
How to convince managers to let me work less hours for the same pay
What do you call a person who prevents their own progress?
Smiling at aliens - bad idea?
Alignment of Semi-Major Axis of Orbits
What does it mean to "poison a function" in C++?
Strange performance of Outer
Changing Rules to a list of lists
Is there a known maximum how much as string of 0's and 1's can be compressed?
Draw a turkey, a pumpkin pie, or any other object traditionally associated with Thanksgiving
Are Buddhists happier people?
Shirtless picture on the academic page of a Ph.D. candidate seeking postdoc
Can I embed a game in a Pdf Resume?
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