//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Operations research letters"
~person:"Küçükyavuz, Simge"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
TWO-COMPONENT EXTREME VALUE DI...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Conditional value-at-risk
2
Risikomaß
2
Risk measure
2
ARCH model
1
ARCH-Modell
1
Estimation
1
Experiment
1
Lifting
1
Mathematical programming
1
Mathematische Optimierung
1
Multivariate Analyse
1
Multivariate analysis
1
Multivariate risk
1
Oracle
1
Portfolio selection
1
Portfolio-Management
1
Risiko
1
Risikomanagement
1
Risk
1
Risk management
1
Schätzung
1
Stochastic process
1
Stochastic programming
1
Stochastic set covering
1
Stochastischer Prozess
1
Submodular maximization
1
Theorie
1
Theory
1
Value-at-risk
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Küçükyavuz, Simge
Kuhn, Daniel
4
Shapiro, Alexander
3
Wiesemann, Wolfram
3
Brown, David B.
2
Delage, Erick
2
Hong, L. Jeff
2
Lim, Andrew E. B.
2
Rujeerapaiboon, Napat
2
Sim, Melvyn
2
Staum, Jeremy
2
Yang, Jian
2
Ahmed, Shabbir
1
Anthonisz, Sean A.
1
Atamtürk, Alper
1
Ban, Gah-Yi
1
Banulescu-Radu, Denisa
1
Bauer, Daniel
1
Ben-Tal, Aharon
1
Berkowitz, Jeremy
1
Bhardwaj, Avinash
1
Bhat, Sanjay P.
1
Broadie, Mark
1
Chen, Chen
1
Chen, Xi
1
Chen, Zhi
1
Christoffersen, Peter F.
1
Chun, So Yeon
1
De Giorgi, Enrico
1
De Waegenaere, Anja
1
Demetrescu, Matei
1
Dong, Linjia
1
Du, Yiping
1
Du, Zaichao
1
El Karoui, Noureddine
1
Eling, Martin
1
Escanciano, Juan Carlos
1
Fu, Michael
1
Gao, Fuqing
1
Gao, George P.
1
more ...
less ...
Published in...
All
Management science : journal of the Institute for Operations Research and the Management Sciences
Operations research letters
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Vector-valued multivariate conditional value-at-risk
Meraklı, Merve
;
Küçükyavuz, Simge
- In:
Operations research letters
46
(
2018
)
3
,
pp. 300-305
Persistent link: https://www.econbiz.de/10011873363
Saved in:
2
An exact method for constrained maximization of the conditional value-at-risk of a class of stochastic submodular functions
Wu, Hao-Hsiang
;
Küçükyavuz, Simge
- In:
Operations research letters
48
(
2020
)
3
,
pp. 356-361
Persistent link: https://www.econbiz.de/10012254099
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->