Results 341 to 345 of about 692,395 (345)
Some of the next articles are maybe not open access.

Some Remarks on the Value-at-Risk and the Conditional Value-at-Risk

2000
openaire   +1 more source

Simulation optimization of conditional value-at-risk

IISE Transactions
Jiaqiao Hu   +3 more
openaire   +1 more source

The conditional CAPM does not explain asset-pricing anomalies☆

Journal of Financial Economics, 2006
exaly  

Conditional Value-at-Risk Vs. Value-at-Risk to Multi-Objective Portfolio Optimization

2012
openaire   +1 more source

Volatility-sensitive Bayesian estimation of portfolio value-at-risk and conditional value-at-risk

The Journal of Risk
Taras Bodnar   +2 more
openaire   +1 more source
mathematics
economics
risk management
computer science
statistics
econometrics
value at risk
expected shortfall
portfolio
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