Results 341 to 345 of about 692,083 (345)

Conditional Value at Risk (C-VaR)

2011
openaire   +1 more source

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, Meichen Song, Michael C. Fu, Yijie Peng   +3 more
openaire   +1 more source

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

2012
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