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- Reduced-Order Model Construction for Conditional Value-at-Risk Estimation 2020-07-02 Paper Conditional-Value-at-Risk Estimation via Reduced-Order Models...10 bytes (16 words) - 00:49, 25 September 2023
- and self-coordination strategies for multi-period mean-conditional value-at-risk portfolio selection 2019-03-12 Paper Data-driven robust mean-CVaR portfolio...10 bytes (17 words) - 10:54, 9 December 2023
- the Conditional Value-at-Risk of a Maximum Cost for Risk-Averse Safety Analysis 2023-10-02 Paper Risk-Sensitive Safety Analysis Using Conditional Value-at-Risk...10 bytes (18 words) - 00:23, 25 September 2023
- shortfall risk: Efficient computations via Monte Carlo 2019-03-01 Paper Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk 2017-06-30...10 bytes (16 words) - 11:38, 7 October 2023
- Carlo Methods for Value-at-Risk and Conditional Value-at-Risk 2017-06-30 Paper Conditional Value-at-Risk Approximation to Value-at-Risk Constrained Programs:...10 bytes (18 words) - 12:39, 7 October 2023
- Intervals for Conditional Value-at-Risk in Heteroscedastic Regression Models 2012-09-01 Paper Empirical likelihood intervals for conditional Value-at-Risk in ARCH/GARCH...10 bytes (16 words) - 10:04, 7 October 2023
- objective function coefficients 2002-11-17 Paper Credit risk optimization with conditional Value-at-Risk criterion 2002-10-10 Paper Comparison of neural and...10 bytes (18 words) - 05:47, 9 December 2023
- Application to Portfolio Risk Measurement 2018-03-06 Paper Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk 2017-06-30 Paper Importance...10 bytes (16 words) - 11:22, 7 October 2023
- Publication Date of Publication Type Risk-Sensitive Safety Analysis Using Conditional Value-at-Risk 2023-09-26 Paper Maximum Entropy Optimal Control of...10 bytes (16 words) - 12:39, 7 October 2023
- Type Efficiently Backtesting Conditional Value-at-Risk and Conditional Expected Shortfall 2023-03-14 Paper...10 bytes (16 words) - 21:13, 27 December 2023
- Type Efficiently Backtesting Conditional Value-at-Risk and Conditional Expected Shortfall 2023-03-14 Paper...10 bytes (16 words) - 21:13, 27 December 2023
- nonparametric prediction intervals for conditional value-at-risk with heteroscedasticity 2019-09-17 Paper Smoothed conditional scale function estimation in AR(1)-ARCH(1)...10 bytes (18 words) - 20:52, 24 September 2023
- bootstrap for conditional value-at-risk 2024-02-13 Paper A justification of conditional confidence intervals 2021-08-09 Paper...10 bytes (16 words) - 23:01, 24 September 2023
- with a copula-based extension of conditional value-at-risk 2016-05-19 Paper Risk preference modeling with conditional average: An application to portfolio...10 bytes (16 words) - 19:44, 6 October 2023
- Type Production Planning with Risk Hedging Under a Conditional Value at Risk Objective 2024-03-12 Paper Production with Risk Hedging—Optimal Policy and Efficient...10 bytes (16 words) - 16:54, 6 October 2023
- distribution-free goodness-of-fit test statistic 2018-06-19 Paper Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics 2012-12-07 Paper Construction...10 bytes (18 words) - 19:21, 24 September 2023
- intuitionistic fuzzy weights 2023-10-17 Paper The mean chance conditional value at risk under interval type-2 intuitionistic fuzzy random environment 2022-07-12...10 bytes (16 words) - 14:15, 24 September 2023
- optimal reinsurance: how good are conditional value-at-risk and spectral risk measures? 2015-02-03 Paper...10 bytes (16 words) - 18:08, 24 September 2023
- regulatory capital, and optimal reinsurance: how good are conditional value-at-risk and spectral risk measures? 2015-02-03 Paper https://portal.mardi4nfdi.de/entity/Q3483034...10 bytes (16 words) - 18:08, 24 September 2023
- asymptotics and inference 2022-05-12 Paper Inference for conditional value-at-risk of a predictive regression 2021-02-26 Paper Jackknife empirical likelihood test...10 bytes (16 words) - 04:01, 7 October 2023
