Results 231 to 240 of about 136,974 (263)

Conditional Value-at-Risk Robust Optimization

SSRN Electronic Journal, 2022
P.A. Nguyen, Daniel Mitchell
openaire   +1 more source

Conditional Value-at-Risk for Log-Distributions

SSRN Electronic Journal, 2018
Conditional Value-at-Risk (CVaR) represents a significant improvement over the Value-at-Risk (VaR) in the area of risk measurement, as it catches the risk beyond the VaR threshold. CVaR is also theoretically more solid, being a coherent risk measure, which enables building more robust risk assessment and management systems.
openaire   +1 more source

A conditional value-at-risk based planning model for integrated energy system with energy storage and renewables

Applied Energy, 2021
Ang Xuan, Xinwei Shen, Qinglai Guo
exaly  

Hedging Conditional Value at Risk

2015
Azam, James Mba, Capiński, Maciej
openaire   +1 more source

Conditional Value-at-Risk (CVaR)

2013
Gaia Serraino, Stanislav Uryasev
openaire   +1 more source

Optimization of conditional value-at-risk

The Journal of Risk, 2000
R. Tyrrell Rockafellar, Stanislav Uryasev   +1 more
openaire   +1 more source

Conditional Value at Risk (CoVAR)

The Business & Management Collection, 2010
openaire   +1 more source

Proportion and number of cancer cases and deaths attributable to potentially modifiable risk factors in the United States

Ca-A Cancer Journal for Clinicians, 2018
Farhad Islami, Ann Goding Sauer Msph, Kimberly D Miller   +2 more
exaly  

Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management

Operations Research, 2009
Masao Fukushima
exaly  

Cancer Risk Elicitation and Communication: Lessons from the Psychology of Risk Perception

Ca-A Cancer Journal for Clinicians, 2007
Michael E Stefanek
exaly