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  • Search: subject:"Mean Conditional Value-at-Risk"
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Year of publication
Subject
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Risikomaß 6 Risk measure 6 Portfolio selection 3 Portfolio-Management 3 Risikomanagement 3 Risk management 3 Theorie 3 Theory 3 Bootstrap approach 2 Bootstrap-Verfahren 2 Estimation theory 2 Mean-conditional value at risk (M-CVaR) 2 Nichtparametrisches Verfahren 2 Nonparametric statistics 2 Risikopräferenz 2 Risk attitude 2 Schätztheorie 2 blockwise bootstrap 2 capital allocation 2 mean conditional value-at-risk (MCVaR) 2 nonparametric estimation 2 risk preference 2 Abfall 1 Algorithm 1 Algorithmus 1 Asset allocation 1 Betriebliche Kreislaufwirtschaft 1 Competition 1 Construction and demolition waste (CDW) 1 Cost management 1 Cost reduction 1 Distributionally robust optimization (DRO) 1 Efficient frontiers 1 Fuzzy sets 1 Fuzzy-Set-Theorie 1 GlueVaR 1 Joint chance constraint 1 Kostenmanagement 1 Lieferkette 1 Location-routing problem (LRP) 1
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Online availability
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Undetermined 6 Free 2 CC license 1
Type of publication
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Article 7 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 6 Aufsatz in Zeitschrift 6 Thesis 1
Language
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English 6 Undetermined 2
Author
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Han, Yuecai 2 Liu, Xinyu 2 Zhang, Fengtong 2 Bianchi, Robert John 1 Boonen, Tim J. 1 Clutter, Michael L. 1 He, Fang 1 Hiraishi, Kunihiko 1 Ken Seng Tan 1 Mei, Bin 1 Navee Chiadamrong 1 Siry, Jacek P. 1 Sutthibutr, Noppasorn 1 Wan, Yang 1 Warin, Xavier 1 Wu, Lingxiao 1 Xiaoli, Wang 1 Xin, Xu 1 Zhang, Tao 1 Zhuang, Sheng Chao 1
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Published in...
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Computers & operations research : an international journal 1 Forest Policy and Economics 1 Insurance / Mathematics & economics 1 Journal of open innovation : technology, market, and complexity 1 Journal of risk 1 Journal of risk : JOR 1 The journal of computational finance 1
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Source
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ECONIS (ZBW) 6 BASE 1 RePEc 1
Showing 1 - 8 of 8
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A fuzzy multi-criteria decision-making for optimizing supply chain aggregate production planning based on cost reduction and risk mitigation
Sutthibutr, Noppasorn; Hiraishi, Kunihiko; Navee Chiadamrong - In: Journal of open innovation : technology, market, and … 10 (2024) 4, pp. 1-18
In an increasingly complex and uncertain business environment, decision makers require robust strategies for supply chain aggregate production planning that account for the interdependencies and coordination across multiple echelons of the supply chain network. Traditional approaches often...
Persistent link: https://www.econbiz.de/10015183364
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Risk-averse distributionally robust optimization for construction waste reverse logistics with a joint chance constraint
Xin, Xu; Zhang, Tao; Xiaoli, Wang; He, Fang; Wu, Lingxiao - In: Computers & operations research : an international journal 173 (2025), pp. 1-24
Persistent link: https://www.econbiz.de/10015101638
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An approach to capital allocation based on mean conditional value-at-risk
Han, Yuecai; Zhang, Fengtong; Liu, Xinyu - In: Journal of risk 25 (2023) 6, pp. 53-71
Persistent link: https://www.econbiz.de/10014546366
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An approach to capital allocation based on mean conditional value-at-risk
Han, Yuecai; Zhang, Fengtong; Liu, Xinyu - In: Journal of risk : JOR 25 (2023) 6, pp. 53-71
Persistent link: https://www.econbiz.de/10014487234
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Deep learning for efficient frontier calculation in finance
Warin, Xavier - In: The journal of computational finance 26 (2022) 1, pp. 1-36
Persistent link: https://www.econbiz.de/10014546269
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Optimal reinsurance with multiple reinsurers : competitive pricing and coalition stability
Boonen, Tim J.; Ken Seng Tan; Zhuang, Sheng Chao - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 302-319
Persistent link: https://www.econbiz.de/10012793929
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Assessing the role of U.S. timberland assets in a mixed portfolio under the mean-conditional value at risk framework
Wan, Yang; Clutter, Michael L.; Mei, Bin; Siry, Jacek P. - In: Forest Policy and Economics 50 (2015) C, pp. 118-126
value at risk (M-CVaR) optimization framework, the efficient frontier of the mixed portfolio is dramatically improved after …This study examines the role of U.S. timberland assets in a mixed portfolio from the risk perspective. Under the mean-conditional …
Persistent link: https://www.econbiz.de/10011116807
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Portfolio selection and hedge funds : linearity, heteroscedasticity, autocorrelation and tail-risk
Bianchi, Robert John - 2007
mean-variance analysis (MVA) versus mean-conditional value at risk (M-CVaR) investors. The findings reveal that the …
Persistent link: https://www.econbiz.de/10009437793
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