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1
CVaR (superquantile) norm : stochastic case
Mafusalov, Alexander
;
Uryasev, Stan
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 200-208
Persistent link: https://www.econbiz.de/10011435796
Saved in:
2
The efficiency of risk sharing between UK and US : robust estimation and calibration under market incompleteness
Fernandes, Marcelo
;
Ferreira Vieira Filho, Jose Gil
- In:
Brazilian review of econometrics : BRE ; the review of …
39
(
2019
)
2
,
pp. 303-326
Persistent link: https://www.econbiz.de/10012211815
Saved in:
3
Non-Modellable Risk Factor (NMRF) Measurement Using Gaussian Process Regression (GPR)
Slime, Badreddine
-
2019
introduce the concept and
theory
of Gaussian Process Regression (GPR). Thereafter, we show the motivation and we also explain …
Persistent link: https://www.econbiz.de/10012897595
Saved in:
4
Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk
Rockafellar, Ralph Tyrrell
;
Royst, Johannes O.
; …
- In:
European journal of operational research : EJOR
234
(
2014
)
1
,
pp. 140-154
Persistent link: https://www.econbiz.de/10010247347
Saved in:
5
Estimating stochastic production frontiers : a one-stage multivariate semiparametric Bayesian concave regression method
Preciado Arreola, José Luis
;
Johnson, Andrew L.
;
Chen, …
- In:
European journal of operational research : EJOR
287
(
2020
)
2
,
pp. 699-711
Persistent link: https://www.econbiz.de/10012293942
Saved in:
6
The possibilities and consequences of investment decisions by stepwise optimization
Okunevičiūtė Neverauskienė, Laima
; …
- In:
Economic research
35
(
2022
)
1,1
,
pp. 1061-1087
Persistent link: https://www.econbiz.de/10014374968
Saved in:
7
CAViaR : conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001441337
Saved in:
8
Uncertainty, financial development and economic growth : an empirical analysis
Lensink, Robert
-
1998
Persistent link: https://www.econbiz.de/10001428297
Saved in:
9
Terms-of-trade uncertainty and economic growth : are risk indicators significant in growth regressions?
Mendoza, Enrique G.
-
1994
Persistent link: https://www.econbiz.de/10000904208
Saved in:
10
Uncertainty of aid inflows and the aid-growth relationship
Lensink, Robert
;
Morrissey, Oliver
-
1999
Persistent link: https://www.econbiz.de/10001374173
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