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Search: subject:"Conditional Value-at-Risk(CVaR)"
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Risikomaß
32
Risk measure
32
Portfolio selection
23
Portfolio-Management
22
Theorie
22
Theory
22
Risiko
14
Risk
14
conditional value-at-risk (CVaR)
13
Risk management
12
Risikomanagement
11
Mathematical programming
10
Mathematische Optimierung
10
Risk aversion
10
Risikoaversion
9
Conditional value-at-risk (CVaR)
8
Estimation
7
Schätzung
7
Stochastic process
7
Stochastischer Prozess
7
ARCH model
6
ARCH-Modell
6
Conditional Value-at-Risk (CVaR)
5
Inventory model
5
Lagerhaltungsmodell
5
Measurement
5
Messung
5
Statistical distribution
5
Statistische Verteilung
5
Transaction costs
5
conditional value at risk (CVaR)
5
Conditional value at risk (CVaR)
4
Lagermanagement
4
Transaktionskosten
4
Warehouse management
4
stochastic dominance
4
value at risk (VaR)
4
value-at-risk (VaR)
4
Bank risk
3
Bankrisiko
3
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Undetermined
28
Free
5
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Article
41
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35
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Pinelis, Iosif
3
Ansaripoor, Amir H.
2
Dionne, Georges
2
Hassani, Samir Saissi
2
Huang, Dashan
2
Liret, Anne
2
Ma, Lijun
2
Oliveira, Fernando S.
2
Rudloff, Birgit
2
Shen, Siqian
2
Street, Alexandre
2
Valladão, Davi M.
2
Xue, Weili
2
Ahmed, Shabbir
1
Alemany, Ramon
1
Alexander, Gordon J.
1
Allen, David E.
1
Balbás de la Corte, Alejandro
1
Balbás, Beatriz
1
Balbás, Raquel
1
Baptista, Alexandre M.
1
Barbosa-Póvoa, Ana Paula
1
Bianchi, Robert John
1
Bidhandi, Hadi Mohammadi
1
Bolancé, Catalina
1
Bushaj, Sabah
1
Büyüktahtakın, İ. Esra
1
Chen, Andrew
1
Chen, Andrew H.
1
Chen, Ping
1
Chen, Yen-Wen
1
Cong, Jianfa
1
Deng, Yan
1
Dimitrov, Stanko
1
El Khoury, Hiba
1
Fabozzi, Frank
1
Fabozzi, Frank J.
1
Fan, Yinghua
1
Ghezavati, Vahidreza
1
Gotoh, Jun-ya
1
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HEC Paris (École des Hautes Études Commerciales)
1
School of Business, Edith Cowan University
1
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Journal of risk
7
European journal of operational research : EJOR
5
International journal of production economics
3
International journal of production research
3
European Journal of Operational Research
2
International Journal of Production Economics
2
Risks
2
The journal of investment strategies
2
Computational Management Science : CMS
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Economía teoría y práctica
1
IEEE transactions on engineering management : EM ; a publication of the IEEE Engineering Management Society
1
INFORMS journal on computing : JOC
1
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1
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1
Journal of risk : JOR
1
Les Cahiers de Recherche
1
Management Science
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of Quantitative Finance and Accounting
1
Review of quantitative finance and accounting
1
Risks : open access journal
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of computational finance
1
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ECONIS (ZBW)
33
RePEc
9
BASE
1
EconStor
1
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1
Sustainable and resilient supplier selection, order allocation, and production scheduling problem under disruption utilizing conditional value at risk
Taghavi, Seyed Mojtaba
;
Ghezavati, Vahidreza
;
Bidhandi, …
- In:
Journal of modelling in management
19
(
2024
)
2
,
pp. 658-692
Persistent link: https://www.econbiz.de/10014486848
Saved in:
2
Reinforcement learning with data envelopment analysis and conditional value-at-risk for the capacity expansion problem
Lee, Chia-Yen
;
Chen, Yen-Wen
- In:
IEEE transactions on engineering management : EM ; a …
71
(
2024
),
pp. 6469-6480
Persistent link: https://www.econbiz.de/10015412891
Saved in:
3
Two-stage risk-averse stochastic programming approach for multi-item single source ordering problem : CVaR minimisation with transportation cost
Taghizadeh, Elham
;
Venkatachalam, Saravanan
- In:
International journal of production research
61
(
2023
)
7
,
pp. 2129-2146
Persistent link: https://www.econbiz.de/10014230723
Saved in:
4
Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
- In:
Journal of risk
25
(
2023
)
6
,
pp. 73-103
Persistent link: https://www.econbiz.de/10014546368
Saved in:
5
Integrated stock-bond portfolio management
Pang, Xiaochuan
;
Wu, Shuping
;
Zhu, Shushang
- In:
The journal of investment strategies
12
(
2023
)
3
,
pp. 23-51
Persistent link: https://www.econbiz.de/10014484654
Saved in:
6
Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
- In:
Journal of risk : JOR
25
(
2023
)
6
,
pp. 73-103
Persistent link: https://www.econbiz.de/10014487244
Saved in:
7
VaR and CVaR estimates in BRIC's oil sector : a normal inverse Gaussian distribution approach
Ruenes, Sánchez
;
Núñez Mora, José Antonio
;
Mota …
- In:
Economía teoría y práctica
28
(
2020
)
52
,
pp. 207-236
Persistent link: https://www.econbiz.de/10012617869
Saved in:
8
Optimal trade execution with uncertain volume target
Vaes, Julien
;
Hauser, Raphael A.
- In:
The journal of computational finance
26
(
2022
)
1
,
pp. 37-80
Persistent link: https://www.econbiz.de/10014546277
Saved in:
9
Risk-averse multi-stage stochastic optimization for surveillance and operations planning of a forest insect infestation
Bushaj, Sabah
;
Büyüktahtakın, İ. Esra
;
Haight, Robert G.
- In:
European journal of operational research : EJOR
299
(
2022
)
3
,
pp. 1094-1110
Persistent link: https://www.econbiz.de/10013207229
Saved in:
10
Multilocation newsvendor problem : centralization and inventory pooling
Yang, Chaolin
;
Hu, Zhenyu
;
Zhou, Sean X.
- In:
Management science : journal of the Institute for …
67
(
2021
)
1
,
pp. 185-200
Persistent link: https://www.econbiz.de/10012435260
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