Pages that link to "Item:Q1931628"

The following pages link to Multivariate value at risk and related topics (Q1931628):

Displaying 21 items.

• Portfolio optimization with a copula-based extension of conditional value-at-risk (Q286012) (← links)
• Multi-objective probabilistically constrained programs with variable risk: models for multi-portfolio financial optimization (Q322926) (← links)
• On multivariate extensions of value-at-risk (Q391656) (← links)
• On multivariate extensions of conditional-tail-expectation (Q743166) (← links)
• A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning (Q827142) (← 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)
• Strictly log-concave probability distributions in discrete response models (Q2105354) (← links)
• The location of a minimum variance squared distance functional (Q2155839) (← links)
• On multivariate extensions of the conditional value-at-risk measure (Q2347091) (← links)
• Decision-making from a risk assessment perspective for corporate mergers and acquisitions (Q2355199) (← links)
• Vector-valued multivariate conditional value-at-risk (Q2417154) (← links)
• Properties and calculation of multivariate risk measures: MVaR and MCVaR (Q2449353) (← links)
• Robust market equilibria under uncertain cost (Q2672150) (← links)
• Single Commodity Stochastic Network Design Under Probabilistic Constraint with Discrete Random Variables (Q2797468) (← links)
• Robust bootstrap densities for dynamic conditional correlations: implications for portfolio selection and Value-at-Risk (Q4960660) (← links)
• A multivariate CVaR risk measure from the perspective of portfolio risk management (Q5073012) (← links)
• Estimation of extreme quantiles conditioning on multivariate critical layers (Q6179622) (← links)
• Monge-Kantorovich superquantiles and expected shortfalls with applications to multivariate risk measurements (Q6635563) (← links)
• On risk evaluation and control of distributed multi-agent systems (Q6644269) (← links)