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
Stack Spotlight: Aurélien Gasser
Hot Network Questions
If we have a "second" of time, what's "first"?
Which polynomial's roots are its coefficients?
2048 merge function
Driving into garage where there is little room for error?
Why only define a macro if it's not already defined?
Derivative of integral in interval
How do I license an open source application that uses closed source libraries?
We are #1 in our industry. However because we aren't a hot startup anymore some workers leave. How to manage this?
How can this equation be simplified?
About the subliminal message in Serenity
How to calculate the limit that seems very complex..
How "realistic" is the way of holding star trek phasers?
Can giving players "target numbers" like AC improve narration, and with what side-effects?
Problem with knife project tool: the result is not smooth
What is a "Truck Zone" in the United States?
What's the use of .Any() in a C# List<>
Is the world record for staying in an anechoic chamber an hour or less?
Convert a line drawing from raster to vector **LINES**
Killing all adult people
Why did Floppy disks have write protection?
If, elseif and else conditionals in the preamble
Lookup without conditional statements
How to handle an insubordinate employee faction when I can't replace them?
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