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Risk index based models for portfolio adjusting problem with returns subject to experts' evaluations

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Dynamic optimal capital growth with risk constraints

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Robustness of optimal portfolios under risk and stochastic dominance constraints

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Optimal dynamic portfolio with mean-CVaR criterion

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Value-at-risk (VaR) and conditional value-at-risk (CVaR) are popular risk measures from academic, industrial and … investor is faced with a Markowitz type of risk reward problem at the final horizon, where variance as a measure of risk is …

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An algorithm for calculating the set of superhedging portfolios in markets with transaction costs

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Inverse portfolio problem with coherent risk measures

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Portfolio optimization with disutility-based risk measure

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