Search Results for author: Xueting Cui

Found 1 papers, 0 papers with code

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Systemic Risk of Optioned Portfolios: Controllability and Optimization

no code implementations • 10 Sep 2022 • Xiaochuan Pang, Shushang Zhu, Xueting Cui, Jiali Ma

We investigate the portfolio selection problem against the systemic risk which is measured by CoVaR.

Portfolio Optimization

 
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