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
portfolio optimisation with VaR (or CVaR) constraints
I would like to optimize a portfolio allocation (maximizing the exposure or the expected return), but with VaR or CVaR contraints. (some parts of my portfolio cannot exceed a certain VaR) How can I ...
Aug 10 '12 at 4:56
newest var optimization questions feed
Hot Network Questions
Why don't mammals have more than 4 limbs?
Getting "used to" making a change in davening
Can a Jedi move faster than the speed of light?
Maximum box gap
Finding a specific "balls-into-bins" partition given its index in the lexicographical ordering
Can I Have A Destroyed Civilization with No Ruins?
Is there any way to assign multiple values?
Limit to Infinity question?
Why didn't the Rebels jump to hyperspace to escape at the Battle of Endor?
Use the law of logarithms to expand an expression
Why do calculations need to be made before jumping into hyperspace?
Why does electron move in an elliptical path?
Manassas Ends Hope for a Short War
What is a good reason to change calculus texts?
Two soft questions about spin and the particle nature of electrons
"Schätzen": How to differentiate between a guess and an estimation?
Who did the Elves think Annatar (Sauron) was?
Why does my wooden door disperse light into a rainbow color spectrum?
Using flash with large aperture
For loop with unix find
What is the opposite of engraved text?
What is the most useful non-existing object of your field?
Why wouldn't Luke use his lightsaber to cut the feet off the Imperial Walker?
Is there an effective way to design a realistic religion for a world?
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 © 2014 stack exchange inc; user contributions licensed under
cc by-sa 3.0