Search Results - subject:"conditional Value at Risk"

Blake, David (contributor); Cairns, Andrew (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001540000

Engle, Robert F. - 2001

Persistent link: https://www.econbiz.de/10001633554

Szafarczyk, Ewa - 2001

Persistent link: https://www.econbiz.de/10001633917

Friedmann, Ralph; Sanddorf-Köhle, Walter G. - 2001

Persistent link: https://www.econbiz.de/10014553639

Sentana, Enrique - 2001

Persistent link: https://www.econbiz.de/10013423602

Jorion, Philippe - 2001 - 2. ed.

Persistent link: https://www.econbiz.de/10013469412

Alexander, Gordon - In: The European Journal of Finance 15 (2009) 5-6, pp. 451-461

introduce conditional value-at-risk (also known as expected shortfall) as a measure of risk and compare it with VaR. Third, I …

Persistent link: https://www.econbiz.de/10004982168

YANG, LEI; XU, MINGHUI; YU, GANG; ZHANG, HANQIN - In: Asia-Pacific Journal of Operational Research (APJOR) 26 (2009) 01, pp. 135-160

downside risk setting, in a conditional value-at-risk (CVaR) framework, we show that the supply chain can be coordinated with …

Persistent link: https://www.econbiz.de/10005047131

Guastaroba, Gianfranco; Mansini, Renata; Speranza, M. - In: Computational Economics 33 (2009) 3, pp. 237-262

Persistent link: https://www.econbiz.de/10005701766

Uryasev, Stan (ed.) - 2000

Persistent link: https://www.econbiz.de/10001510446

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