Portfolio Optimization by Mean-Value at Risk Framework

2016 ◽  
Vol 10 (5) ◽  
pp. 1935-1948 ◽  
Author(s):  
Shokufeh Banihashemi ◽  
Ali Moayedi Azarpour ◽  
Hamidreza Navvabpour
Keyword(s):  
At Risk ◽  
Portfolio Optimization ◽  
Value At Risk ◽  
Mean Value ◽  
Risk Framework

Stress Testing in a Value at Risk Framework

CFA Digest ◽  
1999 ◽  
Vol 29 (2) ◽  
pp. 76-78
Author(s):  
Thomas J. Latta
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Stress Testing ◽  
A Value ◽  
Risk Framework

scholarly journals Portfolio Optimization for Stock Market in Ghana Using Value-at-Risk (VaR)

2020 ◽  
Vol 5 (3) ◽  
pp. 61
Author(s):  
Eric Kwame Austro Gozah ◽  
Eric Neebo Wiah ◽  
Albert Buabeng ◽  
Paul Yaw Addai Yeboah
Keyword(s):  
At Risk ◽  
Stock Market ◽  
Portfolio Optimization ◽  
Value At Risk

scholarly journals Portfolio optimization with entropic value-at-risk

2019 ◽  
Vol 279 (1) ◽  
pp. 225-241 ◽  
Author(s):  
Amir Ahmadi-Javid ◽  
Malihe Fallah-Tafti
Keyword(s):  
At Risk ◽  
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Value At Risk

A Value-at-Risk framework for longevity trend risk ‐ Abstract of the London discussion

2013 ◽  
Vol 19 (1) ◽  
pp. 157-167
Author(s):  
Stephen Richards
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Publication Type ◽  
A Value ◽  
Risk Framework

This abstract relates to the following paper:RichardsS. J., CurrieI. D. and RitchieG. P.A Value-at-Risk framework for longevity trend risk.British Actuarial Journal, doi:10.1017/S1357321712000451

scholarly journals Mean-value at risk portfolio selection problem using clustering technique : A case study

2019 ◽  
Author(s):  
Sheshma Kiran Kumari ◽  
P. Kumar ◽  
J. Priya ◽  
S. Surya ◽  
A. K. Bhurjee
Keyword(s):  
At Risk ◽  
Portfolio Selection ◽  
Value At Risk ◽  
Mean Value ◽  
Selection Problem ◽  
Portfolio Selection Problem ◽  
Clustering Technique
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