Results 281 to 290 of about 148,735 (300)

Exploring the risk spillover effects between carbon market and electricity market: A bidimensional empirical mode decomposition based conditional value at risk approach

International Review of Economics and Finance, 2020
Bangzhu Zhu, Liqing Huang
exaly  

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

Operations Research, 2009
Shushang Zhu, Masao Fukushima
exaly  

Conditional and dynamic convex risk measures

Finance and Stochastics, 2005
Giacomo Scandolo
exaly  

Optimization of conditional value-at-risk

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

Newsvendor solutions via conditional value-at-risk minimization

European Journal of Operational Research, 2007
Jun-Ya Gotoh, Yuichi Takano
exaly  

Risk-consistent conditional systemic risk measures

Stochastic Processes and Their Applications, 2016
Thilo Meyer-Brandis, Gregor Svindland
exaly  

Conditional value-at-risk in portfolio optimization: Coherent but fragile

Operations Research Letters, 2011
Andrew E B Lim, J George Shanthikumar
exaly  

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

Journal of Business and Economic Statistics, 2019
Yannick Hoga
exaly  

Convex order and comonotonic conditional mean risk sharing

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

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

Scandinavian Journal of Statistics, 2014
Jonathan El Methni, Laurent Gardes, Stéphane Girard   +2 more
exaly