Search Results - subject:"conditional Value at Risk"

Zebrowska-Suchodolska, Dorota - In: Montenegrin journal of economics 19 (2023) 4, pp. 19-29

Persistent link: https://www.econbiz.de/10014427890

Molina Barreto, Andres Mauricio; Ishimura, Naoyuki - In: Intelligent systems in accounting, finance & management 30 (2023) 3, pp. 150-170

Persistent link: https://www.econbiz.de/10014375330

Egging-Bratseth, Ruud; Siddiqui, Afzal S. - In: Decision analytics journal 7 (2023), pp. 1-10

-averse firms monotonically forgo expected profit in exchange for an improved risk measure, e.g., conditional value-at-risk (CVaR …

Persistent link: https://www.econbiz.de/10014497210

Guo, Xiaoshi; Ryan, Sarah M. - In: IMA journal of management mathematics 34 (2023) 2, pp. 355-381

Persistent link: https://www.econbiz.de/10014313747

Staino, Alessandro; Russo, Emilio; Costabile, Massimo; … - In: Computational management science 20 (2023) 1, pp. 1-32

Persistent link: https://www.econbiz.de/10014228472

Hakim, Arief; Syuhada, Khreshna - 2023

-called multivariate conditional value-at-risk (MCoVaR), which measures the tail risk of a targeted asset from each market conditional on a …

Persistent link: https://www.econbiz.de/10014234393

Zhai, Jia; Yu, Hui; Liang, Kai-Rong; Li, Kevin W. - In: Computers & operations research : an international journal 173 (2025), pp. 1-17

Persistent link: https://www.econbiz.de/10015101619

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

Dong, Qingli; Lian, Lanlan; Jiang, Qichuan - 2025

Persistent link: https://www.econbiz.de/10015337891

Fiszeder, Piotr; Małecka, Marta; Molnár, Peter - In: Economic modelling 141 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10015191454

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