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  1. 1
    CoCDaR and mCoCDaR: New Approach for Measurement of Systemic Risk Contributions
    by Rui Ding, Stan Uryasev
    Published 2020-11-01
    Subjects: “...CVaR...”
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    Article
  2. 2
    ESTIMASI NILAI CONDITIONAL VALUE AT RISK MENGGUNAKAN FUNGSI GAUSSIAN COPULA
    Subjects: “...CVaR...”
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    Article
  3. 3
    Forecasting Efficient Risk/Return Frontier for Equity Risk with a KTAP Approach—A Case Study in Milan Stock Exchange
    by Marina Dolfin, Leone Leonida, Eleonora Muzzupappa
    Published 2019-08-01
    Subjects: “...CVaR...”
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    Article
  4. 4
    Research on the Hedging of CSI300 Stock Index Future Based on VaR and CVaR Model
    by Xu Zijian, Shi Benshan, Zhou Sheng
    Published 2015-01-01
    Subjects: “...CVaR...”
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    Article
  5. 5
    Optimal Procurement Strategy for Supply Chain with Trade Credit and Backorder under CVaR Criterion
    by Gaoke Wu, Bo Feng, Libin Guo
    Published 2021-09-01
    Subjects: “...CVaR...”
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    Article
  6. 6
    A CVaR-Robust Risk Aversion Scheduling Model for Virtual Power Plants Connected with Wind-Photovoltaic-Hydropower-Energy Storage Systems, Conventional Gas Turbines and Incentive-Based Demand Responses
    by Liwei Ju, Peng Li, Qinliang Tan, Zhongfu Tan, GejiriFu De
    Published 2018-10-01
    Subjects: “...CVaR...”
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    Article
  7. 7
    Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio optimization.
    by Blom, Joakim, Wargclou, Joakim
    Published 2016
    Subjects: “...CVaR Optimization...”
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  8. 8
    Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis
    Subjects: “...CVaR...”
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    Article
  9. 9
    Portfolio optimization from a Copulas-GJR-GARCH-EVT-CVAR model: Empirical evidence from ASEAN stock indexes
    by Sang Phu Nguyen, Toan Luu Duc Huynh
    Published 2019-09-01
    Subjects: “...CVaR...”
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    Article
  10. 10
    Investment Risk Measurement Based on Quantiles and Expectiles
    by Grażyna Trzpiot
    Published 2018-09-01
    Subjects: “...CVaR...”
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    Article
  11. 11
    Risk Analysis of a Two-Level Supply Chain Subject to Misplaced Inventory
    by Lijing Zhu, Chulung Lee
    Published 2017-06-01
    Subjects: “...CVaR...”
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    Article
  12. 12
    Effectiveness of the CVaR method in risk management in an integrated energy system
    by Yu Fu, Qie Sun, Ronald Wennersten
    Published 2020-12-01
    Subjects: “...CVaR method...”
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    Article
  13. 13
    Dynamic portfolio managment based on complex quantile risk measures
    by Ekaterina V. Tulupova
    Published 2011-05-01
    Subjects: “...CVaR...”
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    Article
  14. 14
    Multi-Level Market Transaction Optimization Model for Electricity Sales Companies with Energy Storage Plant
    Subjects: “...CVaR...”
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    Article
  15. 15
    Coordination Contracts in a Dual-Channel Supply Chain with a Risk-Averse Retailer
    by Lijing Zhu, Xiaohang Ren, Chulung Lee, Yumeng Zhang
    Published 2017-11-01
    Subjects: “...CVaR...”
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    Article
  16. 16
    Risk management in sustainable fleet replacement using conditional value at risk
    by Ansaripoor, Amir Hossein
    Published 2014
    Subjects: “...Valeur à risque conditionnelle(CVaR)...”
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  17. 17
    A New Data-Driven Distributionally Robust Portfolio Optimization Method Based on Wasserstein Ambiguity Set
    by Ningning Du, Yankui Liu, Ying Liu
    Published 2021-01-01
    Subjects: “...mean-CVaR...”
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    Article
  18. 18
    Portfolio optimization under mean-CVaR simulation with copulas on the Vietnamese stock exchange
    by Le Tuan Anh, Dao Thi Thanh Binh
    Published 2021-06-01
    Subjects: “...Mean-CVaR...”
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    Article
  19. 19
    Word Portfolio Optimization in the Environment of Zero Interest Rate
    by Darja Demcenko
    Published 2021-06-01
    Subjects: “...CVaR...”
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    Article
  20. 20
    On the Statistical GARCH Model for Managing the Risk by Employing a Fat-Tailed Distribution in Finance
    by H. Viet Long, H. Bin Jebreen, I. Dassios, D. Baleanu
    Published 2020-10-01
    Subjects: “...CVaR...”
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    Article
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