The following pages link to Measures of risk (Q704052):
Displaying 33 items.
- Pricing and risk management of interest rate swaps (Q257234) (← links)
- Sufficient conditions under which SSD- and MR-efficient sets are identical (Q297397) (← links)
- Operational risk: emerging markets, sectors and measurement (Q299801) (← links)
- On the relationship between entropy, demand uncertainty, and expected loss (Q319648) (← links)
- Efficient option risk measurement with reduced model risk (Q506084) (← links)
- Comparison of certain value-at-risk estimation methods for the two-parameter Weibull loss distribution (Q535460) (← links)
- Multi-objective robust cross-market mixed portfolio optimization under hierarchical risk integration (Q781087) (← links)
- Manufacturer cooperation in supplier development under risk (Q992592) (← links)
- Reverse sensitivity testing: what does it take to break the model? (Q1634305) (← links)
- Risk tomography (Q1681334) (← links)
- Firm value and the impact of operational management (Q1732973) (← links)
- Multivariate dependence analysis via tree copula models: an application to one-year forward energy contracts (Q1749519) (← links)
- A multi-stage financial hedging approach for the procurement of manufacturing materials (Q1926875) (← links)
- Measuring the subprime crisis contagion: evidence of change point analysis of copula functions (Q1926916) (← links)
- An a posteriori decision support methodology for solving the multi-criteria supplier selection problem (Q1991156) (← links)
- Replenishment decisions for complementary components with supply capacity uncertainty under the CVaR criterion (Q2060403) (← links)
- Downside risk measurement in regime switching stochastic volatility (Q2178387) (← links)
- An analysis of dollar cost averaging and market timing investment strategies (Q2189909) (← links)
- Measurement of bivariate risks by the north-south quantile points approach (Q2252700) (← links)
- Robust portfolio optimization with copulas (Q2256232) (← links)
- On the non-existence of conditional value-at-risk under heavy tails and short sales (Q2267378) (← links)
- Mean-variance analysis of the newsvendor problem with price-dependent, isoelastic demand (Q2294634) (← links)
- Risk analysis with contractual default. Does covenant breach matter? (Q2355962) (← links)
- Dynamic risk measures under model uncertainty (Q2511475) (← links)
- Nonlinear bivariate comovements of asset prices: methodology, tests and applications (Q2655305) (← links)
- Estimation of multiple period expected shortfall and median shortfall for risk management (Q2869963) (← links)
- Robust ν-support vector machine based on worst-case conditional value-at-risk minimization (Q2905345) (← links)
- Optimal investment policy in a multi-stage problem with bankruptcy and stage-by-stage probability constraints (Q5039397) (← links)
- (Q5121457) (← links)
- COMPARING THE SMALL-SAMPLE ESTIMATION ERROR OF CONCEPTUALLY DIFFERENT RISK MEASURES (Q5157840) (← links)
- Portfolio selection under uncertainty: a new methodology for computing relative‐robust solutions (Q6070503) (← links)
- An omega portfolio model with dynamic return thresholds (Q6079993) (← links)
- Design of efficient investment portfolios with a shortfall probability as a measure of risk (Q6094337) (← links)
