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2. Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices. (2024). Qi, Yue ; Steuer, Ralph E ; Wimmer, Maximilian.
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3. Mean--variance portfolio selection problem: Asset reduction via nondominated sorting. (2022). Juszczuk, Przemysaw ; Miroforidis, Janusz ; Kaliszewski, Ignacy ; Podkopaev, Dmitry.
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4. Mean-Maximum Drawdown Optimization of Buy-and-Hold Portfolios Using a Multi-objective Evolutionary Algorithm. (2022). Rankovi, Vladimir ; Jelic, Ranko ; Drenovak, Mikica ; Uroevi, Branko.
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5. Analyzing the Performance of a Two-Tail-Measures-Utility Multi-objective Portfolio Optimization Model. (2021). Mamanis, Georgios.
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6. Computing the Mean-Variance-Sustainability Nondominated Surface by ev-MOGA. (2019). Pla-Santamaria, David ; Salcedo, J V ; Herrero, Juan M ; Hilario, A ; Garcia-Bernabeu, A.
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7. A new efficiently encoded multiobjective algorithm for the solution of the cardinality constrained portfolio optimization problem. (2018). Metaxiotis, K ; Liagkouras, K.
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8. Stock market prediction and Portfolio selection models: a survey. (2017). Sastry, V N ; Agarwal, Arun ; Rather, Akhter Mohiuddin .
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9. Mean-VaR portfolio optimization: A nonparametric approach. (2017). Qu, Rong ; Lwin, Khin T ; MacCarthy, Bart L.
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10. Extracting from the relaxed for large-scale semi-continuous variable nondominated frontiers. (2016). Steuer, Ralph ; Hirschberger, Markus ; Deb, Kalyanmoy.
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11. Mean Univariate-GARCH VaR Portfolio Optimization: Actual Portfolio Approach. (2016). Rankovic, Vladimir ; Jelic, Ranko ; Drenovak, Mikica ; Uroevic, Branko.
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1. A representation of risk measures. (2016). amarante, massimiliano.
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2. Frontiers in VaR forecasting and backtesting. (2016). Ruiz, Esther ; Nieto, Maria Rosa.
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3. The Temporal Dimension of Risk. (2016). Mahmoud, Ola.
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4. Drawdown: From Practice to Theory and Back Again. (2016). Mahmoud, Ola ; Goldberg, Lisa R..
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5. RAROC-Based Contingent Claim Valuation. (2015). Ming, Wayne King.
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6. Riesgo sistémico en el sistema financiero peruano. (2015). Castro, Cesar D.
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7. Asset Allocation Strategies Based On Penalized Quantile Regression. (2015). Paterlini, Sandra ; Caporin, Massimiliano ; Bonaccolto, Giovanni.
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8. lCARE – localizing Conditional AutoRegressive Expectiles. (2015). Mihoci, Andrija ; Härdle, Wolfgang ; Xu, Xiu ; Hardle, Wolfgang Karl.
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9. Portfolio optimization under expected shortfall: contour maps of estimation error. (2015). Kondor, Imre ; Papp, Gabor ; Caccioli, Fabio.
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10. Portfolio Optimization under Expected Shortfall: Contour Maps of Estimation Error. (2015). Kondor, Imre ; Papp, G'Abor ; Caccioli, Fabio.
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11. Asset Allocation Strategies Based on Penalized Quantile Regression. (2015). Paterlini, Sandra ; Caporin, Massimiliano ; Bonaccolto, Giovanni.
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12. On the Optimal Wealth Process in a Log-normal Market: Applications to Risk Management. (2014). Zariphopoulou, Thaleia ; Monin, Philip .
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13. Systemic risk in an interconnected banking system with endogenous asset markets. (2014). Krahnen, Jan ; Bluhm, Marcel.
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14. A semiparametric approach to value-at-risk, expected shortfall and optimum asset allocation in stock–bond portfolios. (2014). Chen, Xiangjin B. ; Silvapulle, Param.
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15. Wpływ reasekuracji i retrocesji na własności składek. (2013). Antoniak, Wojciech .
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16. An optimal three-way stable and monotonic spectrum of bounds on quantiles: a spectrum of coherent measures of financial risk and economic inequality. (2013). Pinelis, Iosif.
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17. Non-parametric Estimation of Operational Risk and Expected Shortfall. (2013). Silvapulle, Param ; Tursunalieva, Ainura.
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18. An optimal three-way stable and monotonic spectrum of bounds on quantiles: a spectrum of coherent measures of financial risk and economic inequality. (2013). Pinelis, Iosif.
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19. THE ROLE OF VALUE AT RISK IN THE MANAGEMENT OF ASSET AND LIABILITIES. (2012). Petria, Nicolae ; Daniela, Zapodeanu ; Nicolae, Petria ; Mihai, Cociuba .
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20. Portfolio revision under mean-variance and mean-CVaR with transaction costs. (2012). Fabozzi, Frank ; Chen, Andrew ; Huang, Dashan.
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21. Cubrir o no Cubrir: ¿Ese es el Dilema?. (2012). Alfaro, Rodrigo ; Goldberger, Natan.
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22. A hierarchical model of tail dependent asset returns for assessing portfolio credit risk. (2011). Tente, Natalia ; Puzanova, Natalia.
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23. Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements. (2011). cotter, john ; Dowd, Kevin.
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24. Rates of almost sure convergence of plug-in estimates for distortion risk measures. (2011). Zahle, Henryk.
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25. Multiobjective evolutionary algorithms for complex portfolio optimization problems. (2011). Anagnostopoulos, Konstantinos ; Mamanis, Georgios.
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26. Diversifying market and default risk in high grade sovereign bond portfolios. (2011). Rustaman, Vidhya ; Brennan, Myles ; Kobor, Adam.
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27. Hedging strategies with a put option and their failure rates. (2011). Xing, Wenting ; Xu, Jing ; Huang, Guanghui.
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28. On the Conditional Value-at-Risk probability-dependent utility function. (2010). Street, Alexandre.
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29. Bootstrap prediction intervals for VaR and ES in the context of GARCH models. (2010). Ruiz, Esther ; Nieto, Maria Rosa.
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30. Solvency Measures for Insurance Companies : Is There a Room for Improvement?. (2009). Gurenko, Eugene N. ; Itigin, Alexander .
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31. Quantile Cointegrating Regression. (2009). Xiao, Zhijie.
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32. On the complexity of optimization over the standard simplex. (2008). Den Hertog, Dick ; Elabwabi, G. ; de Klerk, E..
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33. Measuring financial risk : comparison of alternative procedures to estimate VaR and ES. (2008). Ruiz, Esther ; Nieto, Maria Rosa.
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34. Measuring concentration risk for regulatory purposes. (2007). Gurtler, Marc ; Vohringer, Clemens ; Hibbeln, Martin.
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35. Managerial Risk Accounting and Control – A German perspective. (2007). Winter, Peter.
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36. Extreme risk in Asian equity markets. (2007). cotter, john.
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37. Third Moment of Yield Probability Distributions for Instruments on Slovenian Financial Markets. (2006). Grum, Andraž ; Devjak, Sreko.
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38. Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements. (2006). Dowd, Kevin ; cotter, john.
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40. Methodology of measuring performance in alternative investment. (2005). Nagot, Isabelle ; Bonnet, Alexis .
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41. Subadditivity re–examined: the case for value-at-risk. (2005). Jørgensen, Bjørn ; de Vries, Casper ; Danielsson, Jon ; Mandira, Sarma ; Samorodnitsky, Gennady.
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42. MEDIDAS DE RIESGO, CARACTERISTICAS Y TÃCNICAS DE MEDICIÃN: UNA APLICACIÃN DEL VAR Y EL ES A LA TASA INTERBANCARIA DE COLOMBIA. (2005). Melo-Velandia, Luis ; Becerra, Oscar ; oscar Reinaldo Becerra Camargo, .
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43. New Directions in Development Economics: Theory or Empirics? - Is There Too Little Theory in Development Economics?. (2005). Mookherjee, Dilip.
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44. Medidas de Riesgo, Características y Técnicas de Medición: Una Aplicación del VAR y el ES a la Tasa Interbancaria de Colombia. (2005). Melo-Velandia, Luis ; Becerra, Oscar ; oscar Reinaldo Becerra Camargo, .
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45. Calculating credit risk capital charges with the one-factor model. (2005). Tasche, Dirk ; Emmer, Susanne.
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46. Spectral measures of risk: A coherent representation of subjective risk aversion. (2002). Acerbi, Carlo.
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47. Portfolio Optimization with Spectral Measures of Risk. (2002). Acerbi, Carlo ; Prospero, Simonetti ; Carlo, Acerbi .
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48. Risk Aversion and Coherent Risk Measures: a Spectral Representation Theorem. (2001). Acerbi, Carlo.
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49. A Note on Portfolio Selection under Various Risk Measures. (). De Giorgi, Enrico.
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50. Reward-Risk Portfolio Selection and Stochastic Dominance. (). De Giorgi, Enrico.
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