Pages that link to "Item:Q2449353"
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The following pages link to Properties and calculation of multivariate risk measures: MVaR and MCVaR (Q2449353):
Displaying 11 items.
- A multivariate extension of the increasing convex order to compare risks (Q320306) (← links)
- On multivariate extensions of conditional-tail-expectation (Q743166) (← links)
- A directional multivariate value at risk (Q896753) (← links)
- Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints (Q1615810) (← links)
- Risk tomography (Q1681334) (← links)
- Computing the probability of union in the $n$-dimensional Euclidean space for application of the multivariate quantile: $p$-level efficient points (Q1728220) (← links)
- Estimation of the value at risk using the stochastic approach of Taylor formula (Q1989038) (← links)
- Decision-making from a risk assessment perspective for corporate mergers and acquisitions (Q2355199) (← links)
- Vector-valued multivariate conditional value-at-risk (Q2417154) (← links)
- A multivariate CVaR risk measure from the perspective of portfolio risk management (Q5073012) (← links)
- ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS (Q5214826) (← links)
