"Conditional value-at-risk: aspects of modeling and estimation"

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Book	Author(s)	Year	Publisher
Conditional value-at-risk: aspects of modeling and estimation	Victor Chernozhukov	2000	Massachusetts Institute of Technology, Dept. of Economics
Econometric modeling of value at risk	Timotheos Angelidis	2009	Nova Science Publishers
Risk Management: Value at Risk and Beyond	M. A. H. Dempster	2002-01	Cambridge University Press
Risk Modeling for Determining Value and Decision Making	Glenn Koller	2000	Routledge
Risk modeling for determining value and decision making /	Koller, Glenn R.	[2000], ©2000.	Chapman & Hall/CRC,
Extreme Value Modeling and Risk Analysis: Methods and Applications	Dipak K. Dey; Jun Yan	2016	Routledge
Extremal quantities and value-at-risk	Victor Chernozhukov	2006	Massachusetts Institute of Technology, Dept. of Economics
Measuring market risk with value at risk	Pietro Penza; Vipul K. Bansal	2001	John Wiley
Implementing Value at Risk +CD	Philip Best	1998	John Wiley & Sons
Conditional Monte Carlo: Gradient Estimation and Optimization Applications	Michael C. Fu; Jian-Qiang Hu	1997	Springer US
Modeling and Estimation of Structural Damage	Jonathan M Nichols	2016	John Wiley & Sons
Backtesting Value at Risk and Expected Shortfall	Simona Roccioletti	1st ed. 2016	Springer Fachmedien Wiesbaden
Value at Risk and Bank Capital Management	Francesco Saita	2007	Academic Press
Asset Pricing: Modeling and Estimation	B.Philipp Kellerhals	2nd ed. 2004	Springer Berlin Heidelberg
An Introduction to Value-at-Risk	Moorad Choudhry, Ketul Tanna	2006	Wiley
An Introduction to Value-at-risk	Moorad Choudhry	June 2000	Securities Institute
Statistical Estimation of Epidemiological Risk	Kung-Jong Lui	2004	John Wiley & Sons
Aspects of Value	Frederick Charles Gruber	1959	University of Pennsylvania Press
Aspects of value.	Frederick C. Gruber	1959	University of Pennsylvania Press
Aspects of value.	Gruber, Frederick C.	[1959]	University of Pennsylvania Press,
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Chapter	Author(s)	Book	Book Authors	Year	Publisher
Conditional value-at-risk: Aspects of modeling and estimation	Victor Chernozhukov; Len Umantsev	Economic Applications of Quantile Regression	Bernd Fitzenberger; Roger Koenker; Jose A.F. Machado	2002	Physica-Verlag HD
Conditional Value at risk		Artificial Intelligence in Finance	Jason Test, Mark Broker	2020
Conditional Value at Risk		Computational finance 1999 /	Abu-Mostafa, Yaser S.,	©2000.	MIT Press,
Conditional Value at Risk	Dirk Ormoneit and Ralph Neuneier	Computational finance 1999 /	Abu-Mostafa, Yaser S.,	2000.	MIT Press,
94 Value at Risk and Conditional Value at Risk		An elementary introduction to mathematical finance	Ross S.M.	2011	CUP
Value at Risk Estimation	Ying Chen; Jun Lu	Handbook of Computational Finance	Jin-Chuan Duan; Wolfgang Karl Härdle; James E. Gentle	2012	Springer Berlin Heidelberg
Vom Value at Risk zum Conditional Value at Risk	Werner Dinkelbach; Andreas Kleine	Betriebswirtschaftslehre und betriebliche Praxis: Festschrift für Horst Seelbach zum 65. Geburtstag	Hermann Jahnke; Wolfgang Brüggemann	2003	Deutscher Universitätsverlag
Conditional Value-at-Risk (CVaR)	Gaia Serraino; Stanislav Uryasev	Encyclopedia of Operations Research and Management Science	Saul I. Gass; Michael C. Fu	3rd ed. 2013	Springer US
Kendall Conditional Value-at-Risk	Fabrizio Durante; Aurora Gatto; Elisa Perrone	Mathematical and Statistical Methods for Actuarial Sciences and Finance: MAF 2022	Marco Corazza; Cira Perna; Claudio Pizzi; Marilena Sibillo	1st ed. 2022	Springer International Publishing
Risk Modeling in Optimization Problems via Value at Risk, Conditional Value at Risk, and Its Robustification	Zeynep Cobandag Guloglu; Gerhard Wilhelm Weber	Modeling, Dynamics, Optimization and Bioeconomics II: DGS III, Porto, Portugal, February 2014, and Bioeconomy VII, Berkeley, USA, March 2014 - Selected Contributions	Alberto A. Pinto; David Zilberman	1st ed. 2017	Springer International Publishing
17 - Stochastic programming models: Value-at-Risk and Conditional Value-at-Risk		Optimization Methods in Finance	Gerard Cornuejols; Reha Tütüncü	2006-12	Cambridge University Press
Value-at-Risk and Conditional Value-at-Risk in Optimization Under Uncertainty	Domenico Quagliarella	Uncertainty Management for Robust Industrial Design in Aeronautics: Findings and Best Practice Collected During UMRIDA, a Collaborative Research Project (2013–2016) Funded by the European Union	Charles Hirsch; Dirk Wunsch; Jacek Szumbarski; Łukasz Łaniewski-Wołłk; Jordi Pons-Prats	1st ed. 2019	Springer International Publishing
Computational aspects of value at risk	Germán Navarro; Ignacio Olmeda	The VaR implementation handbook	Greg N. Gregoriou	2009	McGraw-Hill
Conditional Value-at-Risk: Optimization Approach	Stanislav Uryasev; R. Tyrrell Rockafellar	Stochastic Optimization: Algorithms and Applications	Stanislav Uryasev; Panos M. Pardalos	2001	Springer US
2218 Value at Risk, Conditional VaR		Statistical Consequences of Fat Tails Real World Preasymptotics, Epistemology, and Applications	Nassim Nicholas Taleb	2020	STEM
Conditional Value-at-Risk: Optimization Approa		Stochastic Optimization: Algorithms and Applications	Jitka Dupačová (auth.), Stanislav Uryasev, Panos M. Pardalos (eds.)	2001	Springer US
Value and Risk Estimation		A Delicate Balance: Portfolio Analysis and Management for Intelligence Information Dissemination Programs	Eric Landree, Richard Silberglitt	2010	RAND Corporation
Value-at-Risk and Conditional Value-at-Risk Minimization for Hazardous Materials Routing	Iakovos Toumazis; Changhyun Kwon; Rajan Batta	Handbook of OR/MS Models in Hazardous Materials Transportation	Rajan Batta; Changhyun Kwon	2013	Springer New York
Some Remarks on the Value-at-Risk and the Conditional Value-at-Risk	Georg Ch. Pflug	Probabilistic Constrained Optimization: Methodology and Applications	Stanislav P. Uryasev	2000	Springer US
Recursive Computation of Value-at-Risk and Conditional Value-at-Risk using MC and QMC	Olivier Bardou; Noufel Frikha; Gilles Pagès	Monte Carlo and Quasi-Monte Carlo Methods 2008	Pierre L' Ecuyer; Art B. Owen	2009	Springer Berlin Heidelberg
Chapter	Author(s)	Book	Book Authors	Year	Publisher

Showing 1 to 20 of 100 entries

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