The following pages link to Coherent Measures of Risk (Q2757301):
Displaying 50 items.
- A joint quantile and expected shortfall regression framework (Q62993) (← links)
- An R Package for Value at Risk and Expected Shortfall (Q129979) (← links)
- Tail risk inference via expectiles in heavy-tailed time series (Q135350) (← links)
- Pricing and risk management of interest rate swaps (Q257234) (← links)
- Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour (Q262452) (← links)
- Risk measures in stochastic programming and robust optimization problems (Q269131) (← links)
- A representation of risk measures (Q272219) (← links)
- A Bayesian beta Markov random field calibration of the term structure of implied risk neutral densities (Q273640) (← links)
- The modified sequential hedging strategy: hedger's loss distribution (Q276151) (← links)
- Efficient VaR and expected shortfall computations for nonlinear portfolios within the delta-gamma approach (Q278288) (← links)
- Insights to systematic risk and diversification across a joint probability distribution (Q282287) (← links)
- Risk capital allocation with autonomous subunits: the Lorenz set (Q282289) (← links)
- Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy (Q285995) (← links)
- Optimal VaR-based risk management with reinsurance (Q286007) (← links)
- Portfolio optimization with a copula-based extension of conditional value-at-risk (Q286012) (← links)
- A clustering approach for scenario tree reduction: an application to a stochastic programming portfolio optimization problem (Q287624) (← links)
- Diversification limit of quantiles under dependence uncertainty (Q291398) (← links)
- On a transform method for the efficient computation of conditional V\@R (and V\@R) with application to loss models with jumps and stochastic volatility (Q292380) (← links)
- Analyzing model robustness via a distortion of the stochastic root: a Dirichlet prior approach (Q293596) (← links)
- A robust-CVaR optimization approach with application to breast cancer therapy (Q296907) (← links)
- Medium range optimization of copper extraction planning under uncertainty in future copper prices (Q297027) (← links)
- Sufficient conditions under which SSD- and MR-efficient sets are identical (Q297397) (← links)
- Mean-risk analysis with enhanced behavioral content (Q297400) (← links)
- Nonparametric estimation of conditional VaR and expected shortfall (Q299264) (← links)
- Portfolio insurance: gap risk under conditional multiples (Q299885) (← links)
- Risk management in portfolio applications of non-convex stochastic programming (Q300194) (← links)
- CVaR minimization by the SRA algorithm (Q300852) (← links)
- A stochastic model for investments in different technologies for electricity production in the long period (Q301225) (← links)
- Defensive financial decisions support for retailers in Greek pharmaceutical industry (Q301245) (← links)
- Equilibrium, uncertainty and risk in hydro-thermal electricity systems (Q301665) (← links)
- Quantile cointegrating regression (Q302196) (← links)
- On a capital allocation by minimization of some risk indicators (Q303736) (← links)
- Asymptotically stable dynamic risk assessments (Q308416) (← links)
- Scenario aggregation method for portfolio expectile optimization (Q308418) (← links)
- Higher order elicitability and Osband's principle (Q309736) (← links)
- 2-coherent and 2-convex conditional lower previsions (Q313137) (← links)
- VaR as the CVaR sensitivity: applications in risk optimization (Q313597) (← links)
- Mean-risk optimal decision of a steel company under emission control (Q314618) (← links)
- Benchmarking in two price financial markets (Q315468) (← links)
- Natural risk measures (Q317544) (← links)
- Uncertainty orders on the sublinear expectation space (Q317860) (← links)
- The center of a convex set and capital allocation (Q319165) (← links)
- Stochastic linear programming games with concave preferences (Q319166) (← links)
- Multiple criteria decision aiding for finance: an updated bibliographic survey (Q319984) (← links)
- A multivariate extension of the increasing convex order to compare risks (Q320306) (← links)
- Time-inconsistent multistage stochastic programs: martingale bounds (Q320891) (← links)
- Building up time-consistency for risk measures and dynamic optimization (Q320898) (← links)
- Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective (Q320900) (← links)
- Loss-averse preferences and portfolio choices: an extension (Q320908) (← links)
- Take it to the limit: innovative CVaR applications to extreme credit risk measurement (Q320976) (← links)
