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You searched for subject:(CVaR). Showing records 1 – 30 of 51 total matches.

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Pontifical Catholic University of Rio de Janeiro

1. IAGO EMANUEL BARBOSA DA COSTA VEIGA. [en] OPTIMIZATION OF A PORTFOLIO OF ELECTRIC ENERGY SWAPS IN BRAZIL USING THE OMEGA MEASUREMENT WITH CVAR CONSTRAINTS.

Degree: 2013, Pontifical Catholic University of Rio de Janeiro

[pt] O mercado brasileiro de energia elétrica é composto basicamente de matrizes hidroelétricas e termoelétricas, sendo que seu fornecimento pode ser contratado em dois ambientes,… (more)

Subjects/Keywords: [pt] SWAP DE ENERGIA ELETRICA; [pt] MEDIDA OMEGA; [en] OMEGA THEORY; [pt] CVAR; [en] CVAR

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

VEIGA, I. E. B. D. C. (2013). [en] OPTIMIZATION OF A PORTFOLIO OF ELECTRIC ENERGY SWAPS IN BRAZIL USING THE OMEGA MEASUREMENT WITH CVAR CONSTRAINTS. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=21001

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

VEIGA, IAGO EMANUEL BARBOSA DA COSTA. “[en] OPTIMIZATION OF A PORTFOLIO OF ELECTRIC ENERGY SWAPS IN BRAZIL USING THE OMEGA MEASUREMENT WITH CVAR CONSTRAINTS.” 2013. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed December 16, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=21001.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

VEIGA, IAGO EMANUEL BARBOSA DA COSTA. “[en] OPTIMIZATION OF A PORTFOLIO OF ELECTRIC ENERGY SWAPS IN BRAZIL USING THE OMEGA MEASUREMENT WITH CVAR CONSTRAINTS.” 2013. Web. 16 Dec 2019.

Vancouver:

VEIGA IEBDC. [en] OPTIMIZATION OF A PORTFOLIO OF ELECTRIC ENERGY SWAPS IN BRAZIL USING THE OMEGA MEASUREMENT WITH CVAR CONSTRAINTS. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2013. [cited 2019 Dec 16]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=21001.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

VEIGA IEBDC. [en] OPTIMIZATION OF A PORTFOLIO OF ELECTRIC ENERGY SWAPS IN BRAZIL USING THE OMEGA MEASUREMENT WITH CVAR CONSTRAINTS. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2013. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=21001

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Sydney

2. Wang, Zeya. Power System Risk Assessment in China Considering Carbon Emission Trading .

Degree: 2016, University of Sydney

 Carbon finance is a branch of modern financial technology, which aims promoting energy conservation, serving the development of modern real economy better. The centerpiece of… (more)

Subjects/Keywords: Power system; Risk Assesment; Emission Trading; VaR; CVaR

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APA (6th Edition):

Wang, Z. (2016). Power System Risk Assessment in China Considering Carbon Emission Trading . (Thesis). University of Sydney. Retrieved from http://hdl.handle.net/2123/14993

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Wang, Zeya. “Power System Risk Assessment in China Considering Carbon Emission Trading .” 2016. Thesis, University of Sydney. Accessed December 16, 2019. http://hdl.handle.net/2123/14993.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Wang, Zeya. “Power System Risk Assessment in China Considering Carbon Emission Trading .” 2016. Web. 16 Dec 2019.

Vancouver:

Wang Z. Power System Risk Assessment in China Considering Carbon Emission Trading . [Internet] [Thesis]. University of Sydney; 2016. [cited 2019 Dec 16]. Available from: http://hdl.handle.net/2123/14993.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wang Z. Power System Risk Assessment in China Considering Carbon Emission Trading . [Thesis]. University of Sydney; 2016. Available from: http://hdl.handle.net/2123/14993

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

3. Ansaripoor, Amir Hossein. Risk management in sustainable fleet replacement using conditional value at risk : Physical properties of viral capsids studed at the single virus level by atomic force microscopy (AFM) : examples of HIV-1 retrovirus and AAV parvovirus.

Degree: Docteur es, Sciences de gestion, 2014, Cergy-Pontoise, Ecole supérieure des sciences économiques et commerciales

L’objet de cette thèse est d’analyser comment traiter le problème de renouvellement du parc en tenant compte de la durabilité, tout en se plaçant dans… (more)

Subjects/Keywords: Gestion du risque; Activités durables; Valeur à risque conditionnelle(CVaR)

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APA (6th Edition):

Ansaripoor, A. H. (2014). Risk management in sustainable fleet replacement using conditional value at risk : Physical properties of viral capsids studed at the single virus level by atomic force microscopy (AFM) : examples of HIV-1 retrovirus and AAV parvovirus. (Doctoral Dissertation). Cergy-Pontoise, Ecole supérieure des sciences économiques et commerciales. Retrieved from http://www.theses.fr/2014ESEC0006

Chicago Manual of Style (16th Edition):

Ansaripoor, Amir Hossein. “Risk management in sustainable fleet replacement using conditional value at risk : Physical properties of viral capsids studed at the single virus level by atomic force microscopy (AFM) : examples of HIV-1 retrovirus and AAV parvovirus.” 2014. Doctoral Dissertation, Cergy-Pontoise, Ecole supérieure des sciences économiques et commerciales. Accessed December 16, 2019. http://www.theses.fr/2014ESEC0006.

MLA Handbook (7th Edition):

Ansaripoor, Amir Hossein. “Risk management in sustainable fleet replacement using conditional value at risk : Physical properties of viral capsids studed at the single virus level by atomic force microscopy (AFM) : examples of HIV-1 retrovirus and AAV parvovirus.” 2014. Web. 16 Dec 2019.

Vancouver:

Ansaripoor AH. Risk management in sustainable fleet replacement using conditional value at risk : Physical properties of viral capsids studed at the single virus level by atomic force microscopy (AFM) : examples of HIV-1 retrovirus and AAV parvovirus. [Internet] [Doctoral dissertation]. Cergy-Pontoise, Ecole supérieure des sciences économiques et commerciales; 2014. [cited 2019 Dec 16]. Available from: http://www.theses.fr/2014ESEC0006.

Council of Science Editors:

Ansaripoor AH. Risk management in sustainable fleet replacement using conditional value at risk : Physical properties of viral capsids studed at the single virus level by atomic force microscopy (AFM) : examples of HIV-1 retrovirus and AAV parvovirus. [Doctoral Dissertation]. Cergy-Pontoise, Ecole supérieure des sciences économiques et commerciales; 2014. Available from: http://www.theses.fr/2014ESEC0006

4. Blom, Joakim. Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio optimization.

Degree: Mathematics and Mathematical Statistics, 2016, Umeå University

  Modern portfolio theory (MPT) is an investment theory which was introduced by Harry Markowitz in 1952 and describes how risk averse investors can optimize… (more)

Subjects/Keywords: Copula; Portfolio Optimization; Extreme Value Theory; CVaR Optimization

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APA (6th Edition):

Blom, J. (2016). Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio optimization. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-124634

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Blom, Joakim. “Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio optimization.” 2016. Thesis, Umeå University. Accessed December 16, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-124634.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Blom, Joakim. “Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio optimization.” 2016. Web. 16 Dec 2019.

Vancouver:

Blom J. Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio optimization. [Internet] [Thesis]. Umeå University; 2016. [cited 2019 Dec 16]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-124634.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Blom J. Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio optimization. [Thesis]. Umeå University; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-124634

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Oklahoma State University

5. Bright, Julie Anna. Robust Shortest Paths under Uncertainty Using Conditional Value-at-Risk.

Degree: Industrial Engineering & Management, 2011, Oklahoma State University

 Finding a shortest path in a network is a classical problem in discrete optimization. The systems underlying the network models are subjects to a variety… (more)

Subjects/Keywords: cvar; modeling; networks; optimization; shortest path; stochastic optimization

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APA (6th Edition):

Bright, J. A. (2011). Robust Shortest Paths under Uncertainty Using Conditional Value-at-Risk. (Thesis). Oklahoma State University. Retrieved from http://hdl.handle.net/11244/9846

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Bright, Julie Anna. “Robust Shortest Paths under Uncertainty Using Conditional Value-at-Risk.” 2011. Thesis, Oklahoma State University. Accessed December 16, 2019. http://hdl.handle.net/11244/9846.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Bright, Julie Anna. “Robust Shortest Paths under Uncertainty Using Conditional Value-at-Risk.” 2011. Web. 16 Dec 2019.

Vancouver:

Bright JA. Robust Shortest Paths under Uncertainty Using Conditional Value-at-Risk. [Internet] [Thesis]. Oklahoma State University; 2011. [cited 2019 Dec 16]. Available from: http://hdl.handle.net/11244/9846.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Bright JA. Robust Shortest Paths under Uncertainty Using Conditional Value-at-Risk. [Thesis]. Oklahoma State University; 2011. Available from: http://hdl.handle.net/11244/9846

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Universidad del Rosario

6. Obando Rozo, Nataly. PPP, UIP and Fisher parity: speculation or rational expectations? Evidence for four Latin American countries.

Degree: 2013, Universidad del Rosario

This work aims to test the equilibrium relations of two international macroeconomics models for Colombia, Chile, Mexico and Brazil. The first model is the rational… (more)

Subjects/Keywords: Long Swings, Imperfect Knowledge, CVAR, Currency markets; Cambio exterior::América Latina; Especulación::América Latina; Mercado financiero::América Latina; Modelos económicos; Riesgo (Finanzas); Long Swings, Imperfect Knowledge, CVAR, Currency markets

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APA (6th Edition):

Obando Rozo, N. (2013). PPP, UIP and Fisher parity: speculation or rational expectations? Evidence for four Latin American countries. (Thesis). Universidad del Rosario. Retrieved from http://repository.urosario.edu.co/handle/10336/4698

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Obando Rozo, Nataly. “PPP, UIP and Fisher parity: speculation or rational expectations? Evidence for four Latin American countries.” 2013. Thesis, Universidad del Rosario. Accessed December 16, 2019. http://repository.urosario.edu.co/handle/10336/4698.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Obando Rozo, Nataly. “PPP, UIP and Fisher parity: speculation or rational expectations? Evidence for four Latin American countries.” 2013. Web. 16 Dec 2019.

Vancouver:

Obando Rozo N. PPP, UIP and Fisher parity: speculation or rational expectations? Evidence for four Latin American countries. [Internet] [Thesis]. Universidad del Rosario; 2013. [cited 2019 Dec 16]. Available from: http://repository.urosario.edu.co/handle/10336/4698.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Obando Rozo N. PPP, UIP and Fisher parity: speculation or rational expectations? Evidence for four Latin American countries. [Thesis]. Universidad del Rosario; 2013. Available from: http://repository.urosario.edu.co/handle/10336/4698

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

7. Hafsa, Houda. Modèles d'évaluation et d'allocations des actifs financiers dans le cadre de non normalité des rendements : essais sur le marché français : Numerical and distributed mechanisms of motor anticipation.

Degree: Docteur es, Sciences de gestion, 2012, Aix-Marseille; Université de Carthage (Tunisie)

Depuis quelques années, la recherche financière s'inscrit dans une nouvelle dynamique. La nécessité de mieux modéliser le comportement des rendements des actifs financiers et les… (more)

Subjects/Keywords: Non normalité des rendements; Modèles d’évaluation; Gestion de portefeuille; VaR; CVaR; Downside moments d’ordres supérieurs; Non-normality; Asset pricing; Portfolio allocation; VaR; CVaR; Downside higher order co-moments

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APA (6th Edition):

Hafsa, H. (2012). Modèles d'évaluation et d'allocations des actifs financiers dans le cadre de non normalité des rendements : essais sur le marché français : Numerical and distributed mechanisms of motor anticipation. (Doctoral Dissertation). Aix-Marseille; Université de Carthage (Tunisie). Retrieved from http://www.theses.fr/2012AIXM1015

Chicago Manual of Style (16th Edition):

Hafsa, Houda. “Modèles d'évaluation et d'allocations des actifs financiers dans le cadre de non normalité des rendements : essais sur le marché français : Numerical and distributed mechanisms of motor anticipation.” 2012. Doctoral Dissertation, Aix-Marseille; Université de Carthage (Tunisie). Accessed December 16, 2019. http://www.theses.fr/2012AIXM1015.

MLA Handbook (7th Edition):

Hafsa, Houda. “Modèles d'évaluation et d'allocations des actifs financiers dans le cadre de non normalité des rendements : essais sur le marché français : Numerical and distributed mechanisms of motor anticipation.” 2012. Web. 16 Dec 2019.

Vancouver:

Hafsa H. Modèles d'évaluation et d'allocations des actifs financiers dans le cadre de non normalité des rendements : essais sur le marché français : Numerical and distributed mechanisms of motor anticipation. [Internet] [Doctoral dissertation]. Aix-Marseille; Université de Carthage (Tunisie); 2012. [cited 2019 Dec 16]. Available from: http://www.theses.fr/2012AIXM1015.

Council of Science Editors:

Hafsa H. Modèles d'évaluation et d'allocations des actifs financiers dans le cadre de non normalité des rendements : essais sur le marché français : Numerical and distributed mechanisms of motor anticipation. [Doctoral Dissertation]. Aix-Marseille; Université de Carthage (Tunisie); 2012. Available from: http://www.theses.fr/2012AIXM1015

8. Tawil, Dima. Performance evaluation of portfolio insurance strategies : L'évaluation de la performance des stratégies d'assurance de portefeuille.

Degree: Docteur es, Sciences de gestion, 2015, Rennes 1

Cette thèse a pour objectif d’évaluer et de comparer la performance des stratégies d’assurance de portefeuille pour tenter de définir quelles stratégies doivent être privilégiées… (more)

Subjects/Keywords: Assurance de portefeuille; Cppi; Obpi; Dominance stochastique; VaR; CVaR; Moments partiels inférieurs; Théorie cumulative des perspectives.; Portfolio insurance; Cppi; Obpi; Stochastic dominance, VaR, CVaR; Lower partial moments; Cumulative prospect theory.

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APA (6th Edition):

Tawil, D. (2015). Performance evaluation of portfolio insurance strategies : L'évaluation de la performance des stratégies d'assurance de portefeuille. (Doctoral Dissertation). Rennes 1. Retrieved from http://www.theses.fr/2015REN1G017

Chicago Manual of Style (16th Edition):

Tawil, Dima. “Performance evaluation of portfolio insurance strategies : L'évaluation de la performance des stratégies d'assurance de portefeuille.” 2015. Doctoral Dissertation, Rennes 1. Accessed December 16, 2019. http://www.theses.fr/2015REN1G017.

MLA Handbook (7th Edition):

Tawil, Dima. “Performance evaluation of portfolio insurance strategies : L'évaluation de la performance des stratégies d'assurance de portefeuille.” 2015. Web. 16 Dec 2019.

Vancouver:

Tawil D. Performance evaluation of portfolio insurance strategies : L'évaluation de la performance des stratégies d'assurance de portefeuille. [Internet] [Doctoral dissertation]. Rennes 1; 2015. [cited 2019 Dec 16]. Available from: http://www.theses.fr/2015REN1G017.

Council of Science Editors:

Tawil D. Performance evaluation of portfolio insurance strategies : L'évaluation de la performance des stratégies d'assurance de portefeuille. [Doctoral Dissertation]. Rennes 1; 2015. Available from: http://www.theses.fr/2015REN1G017

9. Ortl, Aljoša. MATEMATIČNA OPTIMIZACIJA PORTFELJA S PRISTOPI MEAN-VARIANCE, MEAN-CVAR IN MAX-OMEGA Z OMEJITVIJO NABORA DELNIC.

Degree: 2014, Univerza v Mariboru

Vprašanje, kam vložiti finančna sredstva, je zelo zahtevno. Pri tem nam lahko pomaga matematična optimizacija portfelja. Tradicionalni pristopi kot, je Markowitzevega Mean-Variance optimizacija s kvadratičnim… (more)

Subjects/Keywords: Omega; optimizacija portfelja; genetski algoritem; diferencialna evolucija; CVaR; omejitev izbora največjega števila delnic v portfelj; Omega; portfolio optimization; genetic algorithm; differential evolution; CVaR; cardinality constraint; info:eu-repo/classification/udc/336.76

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APA (6th Edition):

Ortl, A. (2014). MATEMATIČNA OPTIMIZACIJA PORTFELJA S PRISTOPI MEAN-VARIANCE, MEAN-CVAR IN MAX-OMEGA Z OMEJITVIJO NABORA DELNIC. (Masters Thesis). Univerza v Mariboru. Retrieved from https://dk.um.si/IzpisGradiva.php?id=45792 ; https://dk.um.si/Dokument.php?id=66542&dn= ; https://plus.si.cobiss.net/opac7/bib/11805724?lang=sl

Chicago Manual of Style (16th Edition):

Ortl, Aljoša. “MATEMATIČNA OPTIMIZACIJA PORTFELJA S PRISTOPI MEAN-VARIANCE, MEAN-CVAR IN MAX-OMEGA Z OMEJITVIJO NABORA DELNIC.” 2014. Masters Thesis, Univerza v Mariboru. Accessed December 16, 2019. https://dk.um.si/IzpisGradiva.php?id=45792 ; https://dk.um.si/Dokument.php?id=66542&dn= ; https://plus.si.cobiss.net/opac7/bib/11805724?lang=sl.

MLA Handbook (7th Edition):

Ortl, Aljoša. “MATEMATIČNA OPTIMIZACIJA PORTFELJA S PRISTOPI MEAN-VARIANCE, MEAN-CVAR IN MAX-OMEGA Z OMEJITVIJO NABORA DELNIC.” 2014. Web. 16 Dec 2019.

Vancouver:

Ortl A. MATEMATIČNA OPTIMIZACIJA PORTFELJA S PRISTOPI MEAN-VARIANCE, MEAN-CVAR IN MAX-OMEGA Z OMEJITVIJO NABORA DELNIC. [Internet] [Masters thesis]. Univerza v Mariboru; 2014. [cited 2019 Dec 16]. Available from: https://dk.um.si/IzpisGradiva.php?id=45792 ; https://dk.um.si/Dokument.php?id=66542&dn= ; https://plus.si.cobiss.net/opac7/bib/11805724?lang=sl.

Council of Science Editors:

Ortl A. MATEMATIČNA OPTIMIZACIJA PORTFELJA S PRISTOPI MEAN-VARIANCE, MEAN-CVAR IN MAX-OMEGA Z OMEJITVIJO NABORA DELNIC. [Masters Thesis]. Univerza v Mariboru; 2014. Available from: https://dk.um.si/IzpisGradiva.php?id=45792 ; https://dk.um.si/Dokument.php?id=66542&dn= ; https://plus.si.cobiss.net/opac7/bib/11805724?lang=sl


NSYSU

10. Chen, Wan-ping. Dynamic Asset Allocation Based on Extreme Value Theory and Copulas.

Degree: Master, Finance, 2017, NSYSU

 This study use the methodology proposed by Wang et al. (2012) which integrates the mean-CVaR framework with Markov regime-switching model to conduct dynamic assets allocation… (more)

Subjects/Keywords: Markov Regime-switching Model; Mean-CVaR Portfolio; Extreme Value Theory; Copula Theory

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APA (6th Edition):

Chen, W. (2017). Dynamic Asset Allocation Based on Extreme Value Theory and Copulas. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0115117-112710

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chen, Wan-ping. “Dynamic Asset Allocation Based on Extreme Value Theory and Copulas.” 2017. Thesis, NSYSU. Accessed December 16, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0115117-112710.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chen, Wan-ping. “Dynamic Asset Allocation Based on Extreme Value Theory and Copulas.” 2017. Web. 16 Dec 2019.

Vancouver:

Chen W. Dynamic Asset Allocation Based on Extreme Value Theory and Copulas. [Internet] [Thesis]. NSYSU; 2017. [cited 2019 Dec 16]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0115117-112710.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chen W. Dynamic Asset Allocation Based on Extreme Value Theory and Copulas. [Thesis]. NSYSU; 2017. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0115117-112710

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Universidade Estadual de Campinas

11. Kazama, Fernanda Nakano, 1992-. Representação da incerteza em modelos de programação dinâmica estocástica através de latisse binomial : análise na perspectiva do DECOMP .

Degree: 2017, Universidade Estadual de Campinas

 Resumo: O planejamento da operação de sistemas hidrotérmicos de geração de energia elétrica no Brasil utiliza modelos computacionais de otimização (NEWAVE e DECOMP) para determinar… (more)

Subjects/Keywords: Otimização; Sistemas de energia elétrica hidrotérmica; Programação estocástica; Programação dinâmica; Conditional value at risk (CVaR)

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APA (6th Edition):

Kazama, Fernanda Nakano, 1. (2017). Representação da incerteza em modelos de programação dinâmica estocástica através de latisse binomial : análise na perspectiva do DECOMP . (Thesis). Universidade Estadual de Campinas. Retrieved from http://repositorio.unicamp.br/jspui/handle/REPOSIP/325436

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Kazama, Fernanda Nakano, 1992-. “Representação da incerteza em modelos de programação dinâmica estocástica através de latisse binomial : análise na perspectiva do DECOMP .” 2017. Thesis, Universidade Estadual de Campinas. Accessed December 16, 2019. http://repositorio.unicamp.br/jspui/handle/REPOSIP/325436.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Kazama, Fernanda Nakano, 1992-. “Representação da incerteza em modelos de programação dinâmica estocástica através de latisse binomial : análise na perspectiva do DECOMP .” 2017. Web. 16 Dec 2019.

Vancouver:

Kazama, Fernanda Nakano 1. Representação da incerteza em modelos de programação dinâmica estocástica através de latisse binomial : análise na perspectiva do DECOMP . [Internet] [Thesis]. Universidade Estadual de Campinas; 2017. [cited 2019 Dec 16]. Available from: http://repositorio.unicamp.br/jspui/handle/REPOSIP/325436.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kazama, Fernanda Nakano 1. Representação da incerteza em modelos de programação dinâmica estocástica através de latisse binomial : análise na perspectiva do DECOMP . [Thesis]. Universidade Estadual de Campinas; 2017. Available from: http://repositorio.unicamp.br/jspui/handle/REPOSIP/325436

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Macquarie University

12. Joubaili, Abdel Karim. An empirical investigation into asset allocation strategies: an Australian perspective.

Degree: 2016, Macquarie University

Empirical thesis.

Bibliography: pages 374-380.

1. Introduction  – 2. Naïve vs. sophisticated static optimisation models  – 3. Optimisation rules united : harvesting the power of… (more)

Subjects/Keywords: Asset allocation  – Mathematical models; asset allocation; portfolio optimisation; return estimation; Bayesian inference; CVaR; parametric optimisation

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Joubaili, A. K. (2016). An empirical investigation into asset allocation strategies: an Australian perspective. (Doctoral Dissertation). Macquarie University. Retrieved from http://hdl.handle.net/1959.14/1241987

Chicago Manual of Style (16th Edition):

Joubaili, Abdel Karim. “An empirical investigation into asset allocation strategies: an Australian perspective.” 2016. Doctoral Dissertation, Macquarie University. Accessed December 16, 2019. http://hdl.handle.net/1959.14/1241987.

MLA Handbook (7th Edition):

Joubaili, Abdel Karim. “An empirical investigation into asset allocation strategies: an Australian perspective.” 2016. Web. 16 Dec 2019.

Vancouver:

Joubaili AK. An empirical investigation into asset allocation strategies: an Australian perspective. [Internet] [Doctoral dissertation]. Macquarie University; 2016. [cited 2019 Dec 16]. Available from: http://hdl.handle.net/1959.14/1241987.

Council of Science Editors:

Joubaili AK. An empirical investigation into asset allocation strategies: an Australian perspective. [Doctoral Dissertation]. Macquarie University; 2016. Available from: http://hdl.handle.net/1959.14/1241987


Wilfrid Laurier University

13. Hu, Bowen. Long Term Optimal Portfolio Selection Problem in Different Models.

Degree: 2016, Wilfrid Laurier University

 In this project, we mainly focus on how to set up a complete methodology for finding the best investment portfolio which is meeting investor's risk… (more)

Subjects/Keywords: Optimal Portfolio; Funds ranking; Asymmetric t-distribution; Sharpe Ratio; CVaR; Finance and Financial Management; Mathematics

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APA (6th Edition):

Hu, B. (2016). Long Term Optimal Portfolio Selection Problem in Different Models. (Thesis). Wilfrid Laurier University. Retrieved from https://scholars.wlu.ca/math_etd/1

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Hu, Bowen. “Long Term Optimal Portfolio Selection Problem in Different Models.” 2016. Thesis, Wilfrid Laurier University. Accessed December 16, 2019. https://scholars.wlu.ca/math_etd/1.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Hu, Bowen. “Long Term Optimal Portfolio Selection Problem in Different Models.” 2016. Web. 16 Dec 2019.

Vancouver:

Hu B. Long Term Optimal Portfolio Selection Problem in Different Models. [Internet] [Thesis]. Wilfrid Laurier University; 2016. [cited 2019 Dec 16]. Available from: https://scholars.wlu.ca/math_etd/1.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hu B. Long Term Optimal Portfolio Selection Problem in Different Models. [Thesis]. Wilfrid Laurier University; 2016. Available from: https://scholars.wlu.ca/math_etd/1

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


McMaster University

14. Khodabakhsh, Raheleh. Energy Management in Grid-connected Microgrids with On-site Storage Devices.

Degree: MASc, 2015, McMaster University

A growing need for clean and sustainable energy is causing a significant shift in the electricity generation paradigm. In the electricity system of the future,… (more)

Subjects/Keywords: Energy Management; Microgrids; Rolling Horizon; MILP; LP; Conditional Value at Risk; Worst-case CVaR

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APA (6th Edition):

Khodabakhsh, R. (2015). Energy Management in Grid-connected Microgrids with On-site Storage Devices. (Masters Thesis). McMaster University. Retrieved from http://hdl.handle.net/11375/18283

Chicago Manual of Style (16th Edition):

Khodabakhsh, Raheleh. “Energy Management in Grid-connected Microgrids with On-site Storage Devices.” 2015. Masters Thesis, McMaster University. Accessed December 16, 2019. http://hdl.handle.net/11375/18283.

MLA Handbook (7th Edition):

Khodabakhsh, Raheleh. “Energy Management in Grid-connected Microgrids with On-site Storage Devices.” 2015. Web. 16 Dec 2019.

Vancouver:

Khodabakhsh R. Energy Management in Grid-connected Microgrids with On-site Storage Devices. [Internet] [Masters thesis]. McMaster University; 2015. [cited 2019 Dec 16]. Available from: http://hdl.handle.net/11375/18283.

Council of Science Editors:

Khodabakhsh R. Energy Management in Grid-connected Microgrids with On-site Storage Devices. [Masters Thesis]. McMaster University; 2015. Available from: http://hdl.handle.net/11375/18283


Pontifical Catholic University of Rio de Janeiro

15. MARLON HENRIQUE ZAVAGLI CORREA. [en] STOCHASTIC OPTIMIZATION MODEL FOR PORTFOLIO SELECTION OF BRAZILIAN FIXED-INCOME SECURITIES.

Degree: 2015, Pontifical Catholic University of Rio de Janeiro

[pt] A seleção de um portfolio de renda fixa é um problema comumente enfrentado pelos agentes do mercado financeiro. A alocação ótima destes ativos melhora… (more)

Subjects/Keywords: [pt] SIMULACAO; [en] SIMULATION; [pt] PROGRAMACAO ESTOCASTICA; [en] STOCHASTIC PROGRAMMING; [pt] CVAR; [pt] RENDA FIXA; [en] FIXED INCOME

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APA (6th Edition):

CORREA, M. H. Z. (2015). [en] STOCHASTIC OPTIMIZATION MODEL FOR PORTFOLIO SELECTION OF BRAZILIAN FIXED-INCOME SECURITIES. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=25294

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

CORREA, MARLON HENRIQUE ZAVAGLI. “[en] STOCHASTIC OPTIMIZATION MODEL FOR PORTFOLIO SELECTION OF BRAZILIAN FIXED-INCOME SECURITIES.” 2015. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed December 16, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=25294.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

CORREA, MARLON HENRIQUE ZAVAGLI. “[en] STOCHASTIC OPTIMIZATION MODEL FOR PORTFOLIO SELECTION OF BRAZILIAN FIXED-INCOME SECURITIES.” 2015. Web. 16 Dec 2019.

Vancouver:

CORREA MHZ. [en] STOCHASTIC OPTIMIZATION MODEL FOR PORTFOLIO SELECTION OF BRAZILIAN FIXED-INCOME SECURITIES. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2015. [cited 2019 Dec 16]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=25294.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

CORREA MHZ. [en] STOCHASTIC OPTIMIZATION MODEL FOR PORTFOLIO SELECTION OF BRAZILIAN FIXED-INCOME SECURITIES. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2015. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=25294

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Helsinki

16. Cheng, Zhuo. Application of Conditional Value-at-Risk in Forest Management Planning.

Degree: Department of Forest Sciences; Helsingfors universitet, Agrikultur- och forstvetenskapliga fakulteten, Institutionen för skogsvetenskaper, 2015, University of Helsinki

 Risk management is essential in forest management planning. However, decision making with risk analysis is rarely done in forestry. This study presents an example of… (more)

Subjects/Keywords: Conditional Value-at-Risk; CVaR; Stochastic programming; forest management planning; risk management; Skogsekonomi; Forest Economics; Metsäekonomia

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APA (6th Edition):

Cheng, Z. (2015). Application of Conditional Value-at-Risk in Forest Management Planning. (Masters Thesis). University of Helsinki. Retrieved from http://hdl.handle.net/10138/155800

Chicago Manual of Style (16th Edition):

Cheng, Zhuo. “Application of Conditional Value-at-Risk in Forest Management Planning.” 2015. Masters Thesis, University of Helsinki. Accessed December 16, 2019. http://hdl.handle.net/10138/155800.

MLA Handbook (7th Edition):

Cheng, Zhuo. “Application of Conditional Value-at-Risk in Forest Management Planning.” 2015. Web. 16 Dec 2019.

Vancouver:

Cheng Z. Application of Conditional Value-at-Risk in Forest Management Planning. [Internet] [Masters thesis]. University of Helsinki; 2015. [cited 2019 Dec 16]. Available from: http://hdl.handle.net/10138/155800.

Council of Science Editors:

Cheng Z. Application of Conditional Value-at-Risk in Forest Management Planning. [Masters Thesis]. University of Helsinki; 2015. Available from: http://hdl.handle.net/10138/155800


University of Florida

17. Mafusalov, Aleksandr. Risk Management Approaches in Distribution Approximation, Regression, and Classification.

Degree: PhD, Industrial and Systems Engineering, 2017, University of Florida

 One chapter of this study targets regression as a potential application. The concept of Conditional Value-at-Risk (CVaR) is used in various applications in uncertain environment.… (more)

Subjects/Keywords: buffered-probability-of-exceedance  – conditional-value-at-risk  – cvar-norm  – density-estimation  – regression  – risk-quadrangle  – superquantile

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APA (6th Edition):

Mafusalov, A. (2017). Risk Management Approaches in Distribution Approximation, Regression, and Classification. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0050903

Chicago Manual of Style (16th Edition):

Mafusalov, Aleksandr. “Risk Management Approaches in Distribution Approximation, Regression, and Classification.” 2017. Doctoral Dissertation, University of Florida. Accessed December 16, 2019. http://ufdc.ufl.edu/UFE0050903.

MLA Handbook (7th Edition):

Mafusalov, Aleksandr. “Risk Management Approaches in Distribution Approximation, Regression, and Classification.” 2017. Web. 16 Dec 2019.

Vancouver:

Mafusalov A. Risk Management Approaches in Distribution Approximation, Regression, and Classification. [Internet] [Doctoral dissertation]. University of Florida; 2017. [cited 2019 Dec 16]. Available from: http://ufdc.ufl.edu/UFE0050903.

Council of Science Editors:

Mafusalov A. Risk Management Approaches in Distribution Approximation, Regression, and Classification. [Doctoral Dissertation]. University of Florida; 2017. Available from: http://ufdc.ufl.edu/UFE0050903


University of Florida

18. Kalinchenko, Konstantin P. Optimization with Generalized Deviation Measures in Risk Management.

Degree: PhD, Industrial and Systems Engineering, 2012, University of Florida

Our work provides an overview of the so-called generalized deviation measures and generalized risk measures, and develops stochastic optimization approaches Advisors/Committee Members: Uryasev, Stanislav (committee chair), Pardalos, Panagote M (committee member), Boginski, Vladimir L. (committee member), Yan, Liqing (committee member).

Subjects/Keywords: Connectivity; Financial portfolios; Investment risks; Investors; Linear regression; Market prices; Risk preferences; Scheduling; Sensors; Standard deviation; capm  – cvar  – deviation  – risk

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APA (6th Edition):

Kalinchenko, K. P. (2012). Optimization with Generalized Deviation Measures in Risk Management. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0044163

Chicago Manual of Style (16th Edition):

Kalinchenko, Konstantin P. “Optimization with Generalized Deviation Measures in Risk Management.” 2012. Doctoral Dissertation, University of Florida. Accessed December 16, 2019. http://ufdc.ufl.edu/UFE0044163.

MLA Handbook (7th Edition):

Kalinchenko, Konstantin P. “Optimization with Generalized Deviation Measures in Risk Management.” 2012. Web. 16 Dec 2019.

Vancouver:

Kalinchenko KP. Optimization with Generalized Deviation Measures in Risk Management. [Internet] [Doctoral dissertation]. University of Florida; 2012. [cited 2019 Dec 16]. Available from: http://ufdc.ufl.edu/UFE0044163.

Council of Science Editors:

Kalinchenko KP. Optimization with Generalized Deviation Measures in Risk Management. [Doctoral Dissertation]. University of Florida; 2012. Available from: http://ufdc.ufl.edu/UFE0044163


Clemson University

19. Chahar, Kiran. REVENUE AND ORDER MANAGEMENT UNDER DEMAND UNCERTAINTY.

Degree: PhD, Industrial Engineering, 2008, Clemson University

 We consider a firm that delivers its products across several customers or markets, each with unique revenue and uncertain demand size for a single selling… (more)

Subjects/Keywords: Risk averse; selective newsvendor; demand selection; CVaR; Industrial Engineering

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APA (6th Edition):

Chahar, K. (2008). REVENUE AND ORDER MANAGEMENT UNDER DEMAND UNCERTAINTY. (Doctoral Dissertation). Clemson University. Retrieved from https://tigerprints.clemson.edu/all_dissertations/251

Chicago Manual of Style (16th Edition):

Chahar, Kiran. “REVENUE AND ORDER MANAGEMENT UNDER DEMAND UNCERTAINTY.” 2008. Doctoral Dissertation, Clemson University. Accessed December 16, 2019. https://tigerprints.clemson.edu/all_dissertations/251.

MLA Handbook (7th Edition):

Chahar, Kiran. “REVENUE AND ORDER MANAGEMENT UNDER DEMAND UNCERTAINTY.” 2008. Web. 16 Dec 2019.

Vancouver:

Chahar K. REVENUE AND ORDER MANAGEMENT UNDER DEMAND UNCERTAINTY. [Internet] [Doctoral dissertation]. Clemson University; 2008. [cited 2019 Dec 16]. Available from: https://tigerprints.clemson.edu/all_dissertations/251.

Council of Science Editors:

Chahar K. REVENUE AND ORDER MANAGEMENT UNDER DEMAND UNCERTAINTY. [Doctoral Dissertation]. Clemson University; 2008. Available from: https://tigerprints.clemson.edu/all_dissertations/251


Kansas State University

20. Kanakri, Haitham. Residential aggregator risk constrained profit maximization under demand response program.

Degree: MS, Department of Electrical and Computer Engineering, 2019, Kansas State University

 This thesis proposes a Mixed Integer Non-Linear Programming (MINLP) stochastic energy model for an energy aggregator operating in the US distribution systems energy markets. Day-… (more)

Subjects/Keywords: Aggregator; Day-ahead market; Real-time market; Conditional Value at Risk (CVaR); Load shifting; Demand Response (DR)

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APA (6th Edition):

Kanakri, H. (2019). Residential aggregator risk constrained profit maximization under demand response program. (Masters Thesis). Kansas State University. Retrieved from http://hdl.handle.net/2097/40045

Chicago Manual of Style (16th Edition):

Kanakri, Haitham. “Residential aggregator risk constrained profit maximization under demand response program.” 2019. Masters Thesis, Kansas State University. Accessed December 16, 2019. http://hdl.handle.net/2097/40045.

MLA Handbook (7th Edition):

Kanakri, Haitham. “Residential aggregator risk constrained profit maximization under demand response program.” 2019. Web. 16 Dec 2019.

Vancouver:

Kanakri H. Residential aggregator risk constrained profit maximization under demand response program. [Internet] [Masters thesis]. Kansas State University; 2019. [cited 2019 Dec 16]. Available from: http://hdl.handle.net/2097/40045.

Council of Science Editors:

Kanakri H. Residential aggregator risk constrained profit maximization under demand response program. [Masters Thesis]. Kansas State University; 2019. Available from: http://hdl.handle.net/2097/40045


Universidade de Brasília

21. Leonardo de Lima Moreira. Risco de mercado: análise comparativa de métodos de mensuração de risco aplicado ao mercado brasileiro.

Degree: 2006, Universidade de Brasília

O presente trabalho busca analisar o comportamento dos modelos de mensuração de risco de mercado VaR e CVaR para no mercado de ações brasileiro, calculados… (more)

Subjects/Keywords: mercado financeiro; ECONOMIA; value-at-risk (VAR); conditional value-at-risk (CVAR); administração de risco - instituições financeiras; Conditional Value-at-Risk (CVAR); risco de mercado; value-at-risk (VAR); risco (Economia); valor (Economia); Gestão Econômica de Negócios; market Risk

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APA (6th Edition):

Moreira, L. d. L. (2006). Risco de mercado: análise comparativa de métodos de mensuração de risco aplicado ao mercado brasileiro. (Thesis). Universidade de Brasília. Retrieved from http://bdtd.bce.unb.br/tedesimplificado/tde_busca/arquivo.php?codArquivo=1895

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Moreira, Leonardo de Lima. “Risco de mercado: análise comparativa de métodos de mensuração de risco aplicado ao mercado brasileiro.” 2006. Thesis, Universidade de Brasília. Accessed December 16, 2019. http://bdtd.bce.unb.br/tedesimplificado/tde_busca/arquivo.php?codArquivo=1895.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Moreira, Leonardo de Lima. “Risco de mercado: análise comparativa de métodos de mensuração de risco aplicado ao mercado brasileiro.” 2006. Web. 16 Dec 2019.

Vancouver:

Moreira LdL. Risco de mercado: análise comparativa de métodos de mensuração de risco aplicado ao mercado brasileiro. [Internet] [Thesis]. Universidade de Brasília; 2006. [cited 2019 Dec 16]. Available from: http://bdtd.bce.unb.br/tedesimplificado/tde_busca/arquivo.php?codArquivo=1895.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Moreira LdL. Risco de mercado: análise comparativa de métodos de mensuração de risco aplicado ao mercado brasileiro. [Thesis]. Universidade de Brasília; 2006. Available from: http://bdtd.bce.unb.br/tedesimplificado/tde_busca/arquivo.php?codArquivo=1895

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

22. EIDY MARIANNE MATIAS BITTENCOURT. [en] SIMULATION AND STOCHASTIC OPTIMIZATION FOR ENERGY CONTRACTING OF LARGE CONSUMERS.

Degree: 2016, Pontifical Catholic University of Rio de Janeiro

[pt] A contratação de energia elétrica no Brasil por parte de grandes consumidores é feita de acordo com o nível de tensão e considerando dois… (more)

Subjects/Keywords: [pt] OTIMIZACAO ESTOCASTICA; [en] STOCHASTIC OPTIMIZATION; [pt] CONDITIONAL VALUE-AT-RISK - CVAR; [en] CONDITIONAL VALUE-AT-RISK - CVAR; [pt] CONTRATACAO DE ENERGIA ELETRICA; [en] ENERGY CONTRACTING; [pt] GRANDES CONSUMIDORES; [en] LARGE CONSUMERS

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APA (6th Edition):

BITTENCOURT, E. M. M. (2016). [en] SIMULATION AND STOCHASTIC OPTIMIZATION FOR ENERGY CONTRACTING OF LARGE CONSUMERS. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=27918

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

BITTENCOURT, EIDY MARIANNE MATIAS. “[en] SIMULATION AND STOCHASTIC OPTIMIZATION FOR ENERGY CONTRACTING OF LARGE CONSUMERS.” 2016. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed December 16, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=27918.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

BITTENCOURT, EIDY MARIANNE MATIAS. “[en] SIMULATION AND STOCHASTIC OPTIMIZATION FOR ENERGY CONTRACTING OF LARGE CONSUMERS.” 2016. Web. 16 Dec 2019.

Vancouver:

BITTENCOURT EMM. [en] SIMULATION AND STOCHASTIC OPTIMIZATION FOR ENERGY CONTRACTING OF LARGE CONSUMERS. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2016. [cited 2019 Dec 16]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=27918.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

BITTENCOURT EMM. [en] SIMULATION AND STOCHASTIC OPTIMIZATION FOR ENERGY CONTRACTING OF LARGE CONSUMERS. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2016. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=27918

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

23. PIERRY SOUTO MACEDO DA SILVA. [en] A RISK-CONSTRAINED PROJECT PORTFOLIO SELECTION MODEL.

Degree: 2018, Pontifical Catholic University of Rio de Janeiro

[pt] No seu planejamento plurianual de investimentos, as organizações do setor de Exploração e Produção (EeP) estruturam alternativas de projetos de produção de petróleo e… (more)

Subjects/Keywords: [pt] GERENCIAMENTO DE RISCOS; [en] RISK MANAGEMENT; [pt] MOVIMENTO GEOMETRICO BROWNIANO; [en] GEOMETRIC BROWNIAN MOTION; [pt] CONDITIONAL VALUE-AT-RISK - CVAR; [en] CONDITIONAL VALUE-AT-RISK - CVAR; [pt] PROGRAMACAO LINEAR INTEIRA MISTA; [en] MIXED INTEGER LINEAR PROGRAMMING; [pt] PORTFOLIO DE PROJETOS; [en] PROJECT PORTFOLIO

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APA (6th Edition):

SILVA, P. S. M. D. (2018). [en] A RISK-CONSTRAINED PROJECT PORTFOLIO SELECTION MODEL. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=34628

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

SILVA, PIERRY SOUTO MACEDO DA. “[en] A RISK-CONSTRAINED PROJECT PORTFOLIO SELECTION MODEL.” 2018. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed December 16, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=34628.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

SILVA, PIERRY SOUTO MACEDO DA. “[en] A RISK-CONSTRAINED PROJECT PORTFOLIO SELECTION MODEL.” 2018. Web. 16 Dec 2019.

Vancouver:

SILVA PSMD. [en] A RISK-CONSTRAINED PROJECT PORTFOLIO SELECTION MODEL. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2018. [cited 2019 Dec 16]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=34628.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

SILVA PSMD. [en] A RISK-CONSTRAINED PROJECT PORTFOLIO SELECTION MODEL. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2018. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=34628

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Georgia State University

24. Tian, Ruilin. Moment Problems with Applications to Value-At-Risk and Portfolio Management.

Degree: PhD, Risk Management and Insurance, 2008, Georgia State University

 Moment Problems with Applications to Value-At-Risk and Portfolio Management By Ruilin Tian May 2008 Committee Chair: Dr. Samuel H. Cox Major Department: Risk Management and… (more)

Subjects/Keywords: CVaR; VaR; moment problem; semidefinite programming; semiparametric bounds; maximum entropy; portfolio management; Insurance

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APA (6th Edition):

Tian, R. (2008). Moment Problems with Applications to Value-At-Risk and Portfolio Management. (Doctoral Dissertation). Georgia State University. Retrieved from https://scholarworks.gsu.edu/rmi_diss/21

Chicago Manual of Style (16th Edition):

Tian, Ruilin. “Moment Problems with Applications to Value-At-Risk and Portfolio Management.” 2008. Doctoral Dissertation, Georgia State University. Accessed December 16, 2019. https://scholarworks.gsu.edu/rmi_diss/21.

MLA Handbook (7th Edition):

Tian, Ruilin. “Moment Problems with Applications to Value-At-Risk and Portfolio Management.” 2008. Web. 16 Dec 2019.

Vancouver:

Tian R. Moment Problems with Applications to Value-At-Risk and Portfolio Management. [Internet] [Doctoral dissertation]. Georgia State University; 2008. [cited 2019 Dec 16]. Available from: https://scholarworks.gsu.edu/rmi_diss/21.

Council of Science Editors:

Tian R. Moment Problems with Applications to Value-At-Risk and Portfolio Management. [Doctoral Dissertation]. Georgia State University; 2008. Available from: https://scholarworks.gsu.edu/rmi_diss/21

25. Camacho Reina , Orlando Alberto. Selección Estratégica de Activos bajo No-Normalidad: Análisis del Rendimiento de un Portafolio de Inversión .

Degree: 2014, Universidad de los Andes

 Contrario al supuesto de normalidad de los retornos de los activos en el esquema tradicional de la teoría de portafolios, la evidencia empírica sugiere que… (more)

Subjects/Keywords: Optimización de portafolios; distribuciones alpha-estables; valor en riesgo condicional (CVaR)

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APA (6th Edition):

Camacho Reina , O. A. (2014). Selección Estratégica de Activos bajo No-Normalidad: Análisis del Rendimiento de un Portafolio de Inversión . (Thesis). Universidad de los Andes. Retrieved from http://documentodegrado.uniandes.edu.co/documentos/200521723_fecha_2013_06_19_parte_1.pdf

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Camacho Reina , Orlando Alberto. “Selección Estratégica de Activos bajo No-Normalidad: Análisis del Rendimiento de un Portafolio de Inversión .” 2014. Thesis, Universidad de los Andes. Accessed December 16, 2019. http://documentodegrado.uniandes.edu.co/documentos/200521723_fecha_2013_06_19_parte_1.pdf.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Camacho Reina , Orlando Alberto. “Selección Estratégica de Activos bajo No-Normalidad: Análisis del Rendimiento de un Portafolio de Inversión .” 2014. Web. 16 Dec 2019.

Vancouver:

Camacho Reina OA. Selección Estratégica de Activos bajo No-Normalidad: Análisis del Rendimiento de un Portafolio de Inversión . [Internet] [Thesis]. Universidad de los Andes; 2014. [cited 2019 Dec 16]. Available from: http://documentodegrado.uniandes.edu.co/documentos/200521723_fecha_2013_06_19_parte_1.pdf.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Camacho Reina OA. Selección Estratégica de Activos bajo No-Normalidad: Análisis del Rendimiento de un Portafolio de Inversión . [Thesis]. Universidad de los Andes; 2014. Available from: http://documentodegrado.uniandes.edu.co/documentos/200521723_fecha_2013_06_19_parte_1.pdf

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Delft University of Technology

26. Gielis, F. Potential effects of risk aversion on technology choices and security of supply: Researched with an agent-based model of a liberalised electricity market:.

Degree: 2016, Delft University of Technology

 Given the current vulnerability of the profitability of power plants to price volatilities and government policy changes, the role of risk considerations in power plant… (more)

Subjects/Keywords: power plant investment decisions; constant absolute risk aversion; CARA; constant relative risk aversion; CRRA; conditional value-at-risk; CVAR; security of supply; generation mix development; agent-based modelling; EMLab-Generation

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Gielis, F. (2016). Potential effects of risk aversion on technology choices and security of supply: Researched with an agent-based model of a liberalised electricity market:. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:5b46f060-cef5-4268-83fc-7b301f7d9c6b

Chicago Manual of Style (16th Edition):

Gielis, F. “Potential effects of risk aversion on technology choices and security of supply: Researched with an agent-based model of a liberalised electricity market:.” 2016. Masters Thesis, Delft University of Technology. Accessed December 16, 2019. http://resolver.tudelft.nl/uuid:5b46f060-cef5-4268-83fc-7b301f7d9c6b.

MLA Handbook (7th Edition):

Gielis, F. “Potential effects of risk aversion on technology choices and security of supply: Researched with an agent-based model of a liberalised electricity market:.” 2016. Web. 16 Dec 2019.

Vancouver:

Gielis F. Potential effects of risk aversion on technology choices and security of supply: Researched with an agent-based model of a liberalised electricity market:. [Internet] [Masters thesis]. Delft University of Technology; 2016. [cited 2019 Dec 16]. Available from: http://resolver.tudelft.nl/uuid:5b46f060-cef5-4268-83fc-7b301f7d9c6b.

Council of Science Editors:

Gielis F. Potential effects of risk aversion on technology choices and security of supply: Researched with an agent-based model of a liberalised electricity market:. [Masters Thesis]. Delft University of Technology; 2016. Available from: http://resolver.tudelft.nl/uuid:5b46f060-cef5-4268-83fc-7b301f7d9c6b

27. CHEN LIQIN. Contract Selection Problem in Singapore Electricity Market.

Degree: 2011, National University of Singapore

Subjects/Keywords: electricity market; fuel oil price forecasting; portfolio theory; mean-CVaR

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

LIQIN, C. (2011). Contract Selection Problem in Singapore Electricity Market. (Thesis). National University of Singapore. Retrieved from http://scholarbank.nus.edu.sg/handle/10635/34326

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

LIQIN, CHEN. “Contract Selection Problem in Singapore Electricity Market.” 2011. Thesis, National University of Singapore. Accessed December 16, 2019. http://scholarbank.nus.edu.sg/handle/10635/34326.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

LIQIN, CHEN. “Contract Selection Problem in Singapore Electricity Market.” 2011. Web. 16 Dec 2019.

Vancouver:

LIQIN C. Contract Selection Problem in Singapore Electricity Market. [Internet] [Thesis]. National University of Singapore; 2011. [cited 2019 Dec 16]. Available from: http://scholarbank.nus.edu.sg/handle/10635/34326.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

LIQIN C. Contract Selection Problem in Singapore Electricity Market. [Thesis]. National University of Singapore; 2011. Available from: http://scholarbank.nus.edu.sg/handle/10635/34326

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

28. Memartoluie, Amir. Computational Methods in Finance Related to Distributions with Known Marginals.

Degree: 2017, University of Waterloo

 Model uncertainty and the dependence structures of various risk factors are important components of measuring and managing financial risk, such as market, credit and operational… (more)

Subjects/Keywords: CVA; CVaR; VaR; Known Marginals; CVA contributions; Adaptive Rearrangement Algorithm; ARA; Worst-case copula; CCR; Counterparty Credit Risk; Linear Programming; Risk Management; Basel

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APA (6th Edition):

Memartoluie, A. (2017). Computational Methods in Finance Related to Distributions with Known Marginals. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/11974

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Memartoluie, Amir. “Computational Methods in Finance Related to Distributions with Known Marginals.” 2017. Thesis, University of Waterloo. Accessed December 16, 2019. http://hdl.handle.net/10012/11974.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Memartoluie, Amir. “Computational Methods in Finance Related to Distributions with Known Marginals.” 2017. Web. 16 Dec 2019.

Vancouver:

Memartoluie A. Computational Methods in Finance Related to Distributions with Known Marginals. [Internet] [Thesis]. University of Waterloo; 2017. [cited 2019 Dec 16]. Available from: http://hdl.handle.net/10012/11974.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Memartoluie A. Computational Methods in Finance Related to Distributions with Known Marginals. [Thesis]. University of Waterloo; 2017. Available from: http://hdl.handle.net/10012/11974

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

29. ANDRES MAURICIO CESPEDES GARAVITO. [en] STOCHASTIC ANALYSIS OF ECONOMIC VIABILITY OF PHOTOVOLTAIC PANELS INSTALLATION IN LARGE CONSUMERS.

Degree: 2018, Pontifical Catholic University of Rio de Janeiro

[pt] A geração distribuída (GD) vem crescendo nos últimos anos no Brasil, particularmente a geração fotovoltaica, permitindo a pequenos e grandes consumidores ter um papel… (more)

Subjects/Keywords: [pt] OTIMIZACAO ESTOCASTICA; [en] STOCHASTIC OPTIMIZATION; [pt] MODELOS ESTATISTICOS; [en] STATISTICAL MODELS; [pt] CONDITIONAL VALUE-AT-RISK - CVAR; [en] CONDITIONAL VALUE-AT-RISK - CVAR; [pt] PAINEL FOTOVOLTAICO; [en] PHOTOVOLTAIC PANEL; [pt] CONTRATACAO DE ENERGIA ELETRICA; [en] ENERGY CONTRACTING; [pt] GRANDES CONSUMIDORES; [en] LARGE CONSUMERS; [pt] AMBIENTE DE CONTRATACAO REGULADA; [en] REGULATED ENVIRONMENT CONTRACT

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

GARAVITO, A. M. C. (2018). [en] STOCHASTIC ANALYSIS OF ECONOMIC VIABILITY OF PHOTOVOLTAIC PANELS INSTALLATION IN LARGE CONSUMERS. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=33993

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

GARAVITO, ANDRES MAURICIO CESPEDES. “[en] STOCHASTIC ANALYSIS OF ECONOMIC VIABILITY OF PHOTOVOLTAIC PANELS INSTALLATION IN LARGE CONSUMERS.” 2018. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed December 16, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=33993.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

GARAVITO, ANDRES MAURICIO CESPEDES. “[en] STOCHASTIC ANALYSIS OF ECONOMIC VIABILITY OF PHOTOVOLTAIC PANELS INSTALLATION IN LARGE CONSUMERS.” 2018. Web. 16 Dec 2019.

Vancouver:

GARAVITO AMC. [en] STOCHASTIC ANALYSIS OF ECONOMIC VIABILITY OF PHOTOVOLTAIC PANELS INSTALLATION IN LARGE CONSUMERS. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2018. [cited 2019 Dec 16]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=33993.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

GARAVITO AMC. [en] STOCHASTIC ANALYSIS OF ECONOMIC VIABILITY OF PHOTOVOLTAIC PANELS INSTALLATION IN LARGE CONSUMERS. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2018. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=33993

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Université Paris-Sud – Paris XI

30. Galichet, Nicolas. Contributions to Multi-Armed Bandits : Risk-Awareness and Sub-Sampling for Linear Contextual Bandits : Contributions aux bandits manchots : gestion du risque et sous-échantillonnage pour les bandits contextuels linéaires.

Degree: Docteur es, Informatique, 2015, Université Paris-Sud – Paris XI

Cette thèse s'inscrit dans le domaine de la prise de décision séquentielle en environnement inconnu, et plus particulièrement dans le cadre des bandits manchots (multi-armed… (more)

Subjects/Keywords: Prise de décision séquentielle; Apprentissage automatique; Bandits manchots; Sous-échantillonnage; Aversion au risque; CVaR; Exploration vs Exploitation vs Risque; Bandits linéaires; Bandits contextuels; Analyse de regret; Sequential decision making; Machine learning; Multi-armed bandits; Sub-Sampling; Risk-aversion; CvaR; Exploration vs Exploitation vs Safety; Linear bandits; Contextual bandits; Regret analysis

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Galichet, N. (2015). Contributions to Multi-Armed Bandits : Risk-Awareness and Sub-Sampling for Linear Contextual Bandits : Contributions aux bandits manchots : gestion du risque et sous-échantillonnage pour les bandits contextuels linéaires. (Doctoral Dissertation). Université Paris-Sud – Paris XI. Retrieved from http://www.theses.fr/2015PA112242

Chicago Manual of Style (16th Edition):

Galichet, Nicolas. “Contributions to Multi-Armed Bandits : Risk-Awareness and Sub-Sampling for Linear Contextual Bandits : Contributions aux bandits manchots : gestion du risque et sous-échantillonnage pour les bandits contextuels linéaires.” 2015. Doctoral Dissertation, Université Paris-Sud – Paris XI. Accessed December 16, 2019. http://www.theses.fr/2015PA112242.

MLA Handbook (7th Edition):

Galichet, Nicolas. “Contributions to Multi-Armed Bandits : Risk-Awareness and Sub-Sampling for Linear Contextual Bandits : Contributions aux bandits manchots : gestion du risque et sous-échantillonnage pour les bandits contextuels linéaires.” 2015. Web. 16 Dec 2019.

Vancouver:

Galichet N. Contributions to Multi-Armed Bandits : Risk-Awareness and Sub-Sampling for Linear Contextual Bandits : Contributions aux bandits manchots : gestion du risque et sous-échantillonnage pour les bandits contextuels linéaires. [Internet] [Doctoral dissertation]. Université Paris-Sud – Paris XI; 2015. [cited 2019 Dec 16]. Available from: http://www.theses.fr/2015PA112242.

Council of Science Editors:

Galichet N. Contributions to Multi-Armed Bandits : Risk-Awareness and Sub-Sampling for Linear Contextual Bandits : Contributions aux bandits manchots : gestion du risque et sous-échantillonnage pour les bandits contextuels linéaires. [Doctoral Dissertation]. Université Paris-Sud – Paris XI; 2015. Available from: http://www.theses.fr/2015PA112242

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