Tag: Risk and Portfolio Optimization

VaR-constrained S-shaped utility problem has a critical wealth threshold
April 29, 2026
Optimal portfolio proportions were computed for Nifty 50 stocks
How to balance risk and return when investing in India's top 50 companies
March 31, 2026
Expectiles can minimize basis risk in parametric insurance
Using expectiles to minimize the gap between insurance payouts and actual losses
March 25, 2026