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
Hot Network Questions
How to challenge a queen with a bishop pair in endgame?
Why have different pattern altitudes for different aircraft?
License for code snippets?
Why does Chase Freedom require me to "activate" my card for rewards every quarter?
Alphabet Riddle - Needs improvement
Is the folder structure dying?
Why are there no courier services or box-rentals near airport security?
Do Terminators feel pain?
Is automated machine learning a dream?
What does the slang word "hammered" actually mean?
Being Madrid my hometown / Being my hometown Madrid
Why are we trying to build a base on Mars before the Moon?
What to choose? Violin or piano?
Is there a means of expressing this infinite sum?
Geometry Calculations - Cube, Sphere, and Tetrahedron
Idiom for someone who buys all the best gear to do something before they even have a basic proficiency?
Magic that Alters Living Cells - Windows in Trees?
Does knowing Primordial mean you understand all the different languages of elementals?
Why did Luke use a synthetic crystal in his lightsaber and what were the implications of this choice?
Does Mr. Fantastic have to wear fantastic clothes?
Movie with a character illustrating that the inevitable happens no matter what by dropping a ball down a slope
What pushes a spacecraft during a flyby?
Formatting book class display style
Longest Word without repeating character-pairs
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