Results 251 to 260 of about 141,957 (262)

Confidence Intervals for Conditional Tail Risk Measures in ARMA–GARCH Models

Journal of Business and Economic Statistics, 2019
Yannick Hoga
exaly  

Hedging Conditional Value at Risk

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

Non‐parametric Estimation of Extreme Risk Measures from Conditional Heavy‐tailed Distributions

Scandinavian Journal of Statistics, 2014
Stéphane Girard, Jonathan El Methni
exaly  

Convex order and comonotonic conditional mean risk sharing

Insurance: Mathematics and Economics, 2012
Michel Denuit, Jan Dhaene
exaly  

On the newsvendor model with conditional Value-at-Risk of opportunity loss

International Journal of Production Research, 2016
Zhiqing Meng, , Ping Ji
exaly  

The conditional pricing of systematic and idiosyncratic risk in the UK equity market

International Review of Financial Analysis, 2015
John Cotter
exaly  

Conditional Value-at-Risk (CVaR)

2013
Gaia Serraino, Stanislav Uryasev
openaire   +1 more source

Higher moment risk premiums for the crude oil market: A downside and upside conditional decomposition

Energy Economics, 2017
JOSÉ Da Fonseca, Yahua Xu
exaly  

Conditional Value at Risk (CoVAR)

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

Stochastic programming models: Value-at-Risk and Conditional Value-at-Risk

2006
openaire   +1 more source