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Aorda - Risk Management, Portfolio Optimization, Financial Engineering, Investme...
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Aorda - Risk Management, Portfolio Optimization, Financial Engineering, Investment Advisor, Consulting Banks Insurance Hedge Fund
(such as risk functions)
Portfolio Safeguard: Optimization Risk Management VaR CVaR Drawdown Omega Replication Hedging Tracking Credit Risk Minimization
PSG can optimize a wide range of problems:
Risk Management: optimization of tail risk, Value-at-Risk (VaR), Conditional Value-at-Risk (CVaR), Expected Shortfall, Credit Risk, Drawdown, option ...
American Optimal Decisions: Software Risk Management Financial Engineering Investment Stochastic Optimization Mathematical
Portfolio Safeguard uses an advanced risk management methodology for optimization of uncertain systems.
The paper by Rockafellar and Uryasev
on Optimization of Conditional Value-at...