Search | SOA

Maintenance: The SOA will be performing scheduled maintenance of our eLearn Assessment servers on Tuesday, April 23rd, 2024 from 5:00 AM CT to 3:00 PM CT. Should your assessment fall within this timeframe, please contact elearn@soa.org for assistance.

This does not affect access to coursework at https://learning.soa.org.

1 - 2 of 2 results (0.39 seconds)

Sort By:

Coherent Distortion Risk Measures in Portfolio Selection

Coherent Distortion Risk Measures in Portfolio Selection The theme of this paper relates to solving portfolio selection problems using linear programming. The authors extend the linear ...
View Description

Description: The theme of this paper relates to solving portfolio selection problems using linear programming. The authors extend the linear optimization framework for Conditional Value-at-Risk-based portfolio selection problems to optimization over a more general class of risk measure known as the class of Coherent Distortion Risk Measure. From Actuarial Research Clearing House, 2012 Vol. 1.
Hide
- Authors: Ken Seng Tan, Mingbin Feng
- Date: Jan 2012
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Modeling & Statistical Methods; Public Policy
Sustainable Portfolios Under Climate Change: A Framework for Managing Investment-related Climate Change Risks

Sustainable Portfolios Under Climate Change: A Framework for Managing Investment-related Climate Change Risks 3/31/2019 12:00:00 AM ...
- Authors: Mingyu Fang, Tony Wirjanto, Ken Seng Tan
- Date: Mar 2019
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Environment>Climate trends

Per Page: