Search Results - subject:"conditional Value at Risk"

Chen, Jiusheng - In: Journal of risk 25 (2023) 3, pp. 77-127

Persistent link: https://www.econbiz.de/10014283909

Liang, Siqi; Xuejie, Bai; Li, Yongli; Xin, Hening - In: Socio-economic planning sciences : the international … 90 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10015071656

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

Wu, Shu; Chen, Huiqiong; Li, Helong - In: The journal of risk model validation 17 (2023) 1, pp. 85-106

Persistent link: https://www.econbiz.de/10014485620

Chen, Jiusheng - In: Journal of risk : JOR 25 (2023) 3, pp. 77-127

Persistent link: https://www.econbiz.de/10014487093

Han, Yuecai; Zhang, Fengtong; Liu, Xinyu - In: Journal of risk : JOR 25 (2023) 6, pp. 53-71

Persistent link: https://www.econbiz.de/10014487234

Hassani, Samir Saissi; Dionne, Georges - In: Journal of risk : JOR 25 (2023) 6, pp. 73-103

Persistent link: https://www.econbiz.de/10014487244

Ding, Rui; Uryasev, Stan - In: Journal of risk and financial management : JRFM 13 (2020) 11/270, pp. 1-18

system. We extend CoVaR (value-at-risk conditioned on an institution) and CoCVaR (conditional value-at-risk conditioned on an …

Persistent link: https://www.econbiz.de/10012389811

Hunjra, Ahmed Imran; Alawi, Suha Mahmoud; Colombage, Sisira - In: Risks : open access journal 8 (2020) 4/126, pp. 1-23

absolute deviation (MaD) and conditional value at risk (CVaR) are considered as risk measures. The price data were extracted …

Persistent link: https://www.econbiz.de/10012390956

Radivojević, Nikola; Filipović, Luka; Brzaković, … - In: Romanian journal of economic forecasting 23 (2020) 1, pp. 5-21

Persistent link: https://www.econbiz.de/10012421878

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