Results 331 to 340 of about 8,248,666 (375)

Conditional Value-at-Risk for General Loss Distributions

, 2001
R. Rockafellar, S. Uryasev
semanticscholar   +1 more source

An Overview of Value at Risk

, 1997
D. Duffie, Jun Pan
semanticscholar   +1 more source

Value at Risk

Stiftung&Sponsoring, 2007
Arndt P. Funken, Alexander Obeid
openaire   +2 more sources

Optimal portfolios with maximum Value-at-Risk constraint under a hidden Markovian regime-switching model

at - Automatisierungstechnik, 2016
D. Zhu, Yue Xie, W. Ching, T. Siu
semanticscholar   +1 more source

Value‐At‐Risk Bounds with Variance Constraints

, 2017
C. Bernard, L. Rüschendorf, S. Vanduffel   +2 more
semanticscholar   +1 more source

Value-at-Risk Bounds with Variance Constraints

, 2015
C. Bernard, L. Rüschendorf, S. Vanduffel   +2 more
semanticscholar   +1 more source

Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk: A Review

TOMC, 2014
L. Hong, Zhaolin Hu, Guangwu Liu
semanticscholar   +1 more source

How robust is the value-at-risk of credit risk portfolios?

, 2015
C. Bernard, L. Rüschendorf, S. Vanduffel, Jing Yao   +3 more
semanticscholar   +1 more source

Reverse logistics network design and planning utilizing conditional value at risk

European Journal of Operational Research, 2014
H. Soleimani, K. Govindan
semanticscholar   +1 more source

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

, 2000
G. Pflug
semanticscholar   +1 more source