Pages that link to "Item:Q3144391"
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The following pages link to Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics (Q3144391):
Displaying 19 items.
- Portfolio optimization with disutility-based risk measure (Q322717) (← links)
- Bregman superquantiles. Estimation methods and applications (Q325014) (← links)
- \textit{Ex-ante} real estate value at risk calculation method (Q1615788) (← links)
- Superquantile/CVaR risk measures: second-order theory (Q1640039) (← links)
- When is tail mean estimation more efficient than tail median? Answers and implications for quantitative risk management (Q1640042) (← links)
- On risk measuring in the variance-gamma model (Q1688726) (← links)
- Inference for conditional value-at-risk of a predictive regression (Q1996776) (← links)
- Online portfolio selection with long-short term forecasting (Q2079300) (← links)
- On lower partial moments for the investment portfolio with variance-gamma distributed returns (Q2113612) (← links)
- Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk (Q2256182) (← links)
- Coherent quality management for big data systems: a dynamic approach for stochastic time consistency (Q2283176) (← links)
- Improving model performance with the integrated wavelet denoising method (Q2687882) (← links)
- COHERENCE AND ELICITABILITY (Q2831006) (← links)
- ESTIMATING RESIDUAL HEDGING RISK WITH LEAST-SQUARES MONTE CARLO (Q2941057) (← links)
- Bayesian CV@R/super-quantile regression (Q5036539) (← links)
- COMPARING THE SMALL-SAMPLE ESTIMATION ERROR OF CONCEPTUALLY DIFFERENT RISK MEASURES (Q5157840) (← links)
- Measures of Residual Risk with Connections to Regression, Risk Tracking, Surrogate Models, and Ambiguity (Q5258948) (← links)
- On data-driven chance constraint learning for mixed-integer optimization problems (Q6072771) (← links)
- Safe, learning-based MPC for highway driving under Lane-change uncertainty: a distributionally robust approach (Q6103663) (← links)