Results 191 to 200 of about 14,389 (211)

CVaR and Asset Allocation

SSRN Electronic Journal, 2008
openaire   +1 more source

VAR, CVAR, CVAR Volatility Formalism (Tech. Index 7/10)

2004
openaire   +1 more source

The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems

Energy Economics, 2018
Shanglei Chai
exaly  

VAR, CVAR, CVAR Volatility Formalism (Tech. Index 7/10)

2016
openaire   +1 more source

A risk-averse competitive newsvendor problem under the CVaR criterion

International Journal of Production Economics, 2014
Meng Wu, Stuart X Zhu
exaly  

A Comparison of VaR and CVaR Constraints on Portfolio Selection with the Mean-Variance Model

Management Science, 2004
Alexandre M Baptista
exaly  

CVaR constrained planning of renewable generation with consideration of system inertial response, reserve services and demand participation

Energy Economics, 2016
Rodrigo Moreno, Alejandro Bernales, Hugh Rudnick   +2 more
exaly  

Optimal inventory and hedging decisions with CVaR consideration

International Journal of Production Economics, 2015
Weili Xue, Lijun, Houcai Shen
exaly  

Intraday portfolio risk management using VaR and CVaR:A CGARCH-EVT-Copula approach

International Journal of Forecasting, 2019
Madhusudan Karmakar, Samit Paul
exaly  

Robust inventory decision under distribution uncertainty: A CVaR-based optimization approach

International Journal of Production Economics, 2014
Ruozhen Qiu
exaly