Results 291 to 300 of about 148,735 (300)

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

International Journal of Production Research, 2016
Xinsheng Xu, 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  

Hedging Conditional Value at Risk

2015
Azam, James Mba, Capiński, Maciej
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 (CVaR)

2013
Gaia Serraino, Stanislav Uryasev
openaire   +1 more source

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

Large deviations bounds for estimating conditional value-at-risk

Operations Research Letters, 2007
exaly  

9.3.6 Conditional Value at Risk

2010
openaire   +1 more source

Value at Risk and Conditional Value at Risk to Optimize Capital Loss and Risk Control

Nazarizadeh, A., Samimi Haghgozar, H.
openaire   +1 more source