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You searched for subject:(Conditional Value at Risk). Showing records 1 – 30 of 39791 total matches.

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Linnaeus University

1. Jiang, Xin. Risk Analysis of Wind Energy Company Stocks.

Degree: Mathematics, 2020, Linnaeus University

  In this thesis, probability theory and risk analysis are used to determine the riskof wind energy stocks. Three stocks of wind energy companies and… (more)

Subjects/Keywords: Probability theory; risk analysis; variance; value at risk; conditional value at risk.; Mathematics; Matematik

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APA (6th Edition):

Jiang, X. (2020). Risk Analysis of Wind Energy Company Stocks. (Thesis). Linnaeus University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-98039

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):

Jiang, Xin. “Risk Analysis of Wind Energy Company Stocks.” 2020. Thesis, Linnaeus University. Accessed January 19, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-98039.

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

MLA Handbook (7th Edition):

Jiang, Xin. “Risk Analysis of Wind Energy Company Stocks.” 2020. Web. 19 Jan 2021.

Vancouver:

Jiang X. Risk Analysis of Wind Energy Company Stocks. [Internet] [Thesis]. Linnaeus University; 2020. [cited 2021 Jan 19]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-98039.

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

Council of Science Editors:

Jiang X. Risk Analysis of Wind Energy Company Stocks. [Thesis]. Linnaeus University; 2020. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-98039

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

2. Tamashiro, Andre Takeshi. Riscos de mercado na comercialização de energia: uma abordagem via complementação energética e gestão de portfólio de projetos, considerando a mitigação de incertezas da geração eólica.

Degree: Mestrado, Sistemas de Potência, 2014, University of São Paulo

No setor elétrico brasileiro as fontes renováveis de energia têm se tornadas atrativas do ponto de vista do investidor devido não só aos incentivos de… (more)

Subjects/Keywords: Algoritmo genético; Comercialização de energia; Conditional-Value-at-Risk; Conditional-Value-at-Risk; Energy trading; Genetic algorithm; Optimization; Otimização; Portfolio selection; Seleção de portfólios; Value-at-Risk; Value-at-Risk

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APA (6th Edition):

Tamashiro, A. T. (2014). Riscos de mercado na comercialização de energia: uma abordagem via complementação energética e gestão de portfólio de projetos, considerando a mitigação de incertezas da geração eólica. (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/3/3143/tde-19032015-162048/ ;

Chicago Manual of Style (16th Edition):

Tamashiro, Andre Takeshi. “Riscos de mercado na comercialização de energia: uma abordagem via complementação energética e gestão de portfólio de projetos, considerando a mitigação de incertezas da geração eólica.” 2014. Masters Thesis, University of São Paulo. Accessed January 19, 2021. http://www.teses.usp.br/teses/disponiveis/3/3143/tde-19032015-162048/ ;.

MLA Handbook (7th Edition):

Tamashiro, Andre Takeshi. “Riscos de mercado na comercialização de energia: uma abordagem via complementação energética e gestão de portfólio de projetos, considerando a mitigação de incertezas da geração eólica.” 2014. Web. 19 Jan 2021.

Vancouver:

Tamashiro AT. Riscos de mercado na comercialização de energia: uma abordagem via complementação energética e gestão de portfólio de projetos, considerando a mitigação de incertezas da geração eólica. [Internet] [Masters thesis]. University of São Paulo; 2014. [cited 2021 Jan 19]. Available from: http://www.teses.usp.br/teses/disponiveis/3/3143/tde-19032015-162048/ ;.

Council of Science Editors:

Tamashiro AT. Riscos de mercado na comercialização de energia: uma abordagem via complementação energética e gestão de portfólio de projetos, considerando a mitigação de incertezas da geração eólica. [Masters Thesis]. University of São Paulo; 2014. Available from: http://www.teses.usp.br/teses/disponiveis/3/3143/tde-19032015-162048/ ;


Penn State University

3. Wang, Chuan-Sheng. SEMIPARAMETRIC ESTIMATION AND INFERENCE FOR CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL.

Degree: 2018, Penn State University

Conditional Value-at-Risk (hereafter, CVaR) and Expected Shortfall (CES) play an important role in financial risk management. Parametric CVaR and CES enjoy both nice interpretation and… (more)

Subjects/Keywords: Bootstrap; Conditional expected shortfall; Conditional Value-at-Risk; Nonlinear time series; Quantile regression; Semiparametric methods

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APA (6th Edition):

Wang, C. (2018). SEMIPARAMETRIC ESTIMATION AND INFERENCE FOR CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL. (Thesis). Penn State University. Retrieved from https://submit-etda.libraries.psu.edu/catalog/15123czw5227

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, Chuan-Sheng. “SEMIPARAMETRIC ESTIMATION AND INFERENCE FOR CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL.” 2018. Thesis, Penn State University. Accessed January 19, 2021. https://submit-etda.libraries.psu.edu/catalog/15123czw5227.

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

MLA Handbook (7th Edition):

Wang, Chuan-Sheng. “SEMIPARAMETRIC ESTIMATION AND INFERENCE FOR CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL.” 2018. Web. 19 Jan 2021.

Vancouver:

Wang C. SEMIPARAMETRIC ESTIMATION AND INFERENCE FOR CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL. [Internet] [Thesis]. Penn State University; 2018. [cited 2021 Jan 19]. Available from: https://submit-etda.libraries.psu.edu/catalog/15123czw5227.

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

Council of Science Editors:

Wang C. SEMIPARAMETRIC ESTIMATION AND INFERENCE FOR CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL. [Thesis]. Penn State University; 2018. Available from: https://submit-etda.libraries.psu.edu/catalog/15123czw5227

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


Universidade Nova

4. Peixoto, Carla Sofia Nobre. What is the value of value-at-risk after all?: A conditional approach using quantile regressions.

Degree: 2009, Universidade Nova

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business… (more)

Subjects/Keywords: Value-at-risk; Conditional approach; Quantile regression; Out-of-sample forecasting

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APA (6th Edition):

Peixoto, C. S. N. (2009). What is the value of value-at-risk after all?: A conditional approach using quantile regressions. (Thesis). Universidade Nova. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/9475

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):

Peixoto, Carla Sofia Nobre. “What is the value of value-at-risk after all?: A conditional approach using quantile regressions.” 2009. Thesis, Universidade Nova. Accessed January 19, 2021. http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/9475.

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

MLA Handbook (7th Edition):

Peixoto, Carla Sofia Nobre. “What is the value of value-at-risk after all?: A conditional approach using quantile regressions.” 2009. Web. 19 Jan 2021.

Vancouver:

Peixoto CSN. What is the value of value-at-risk after all?: A conditional approach using quantile regressions. [Internet] [Thesis]. Universidade Nova; 2009. [cited 2021 Jan 19]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/9475.

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

Council of Science Editors:

Peixoto CSN. What is the value of value-at-risk after all?: A conditional approach using quantile regressions. [Thesis]. Universidade Nova; 2009. Available from: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/9475

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


Uppsala University

5. Hartman, Joel. Forecasting Conditional Correlation for Exchange Rates using Multivariate GARCH models with Historical Value-at-Risk application.

Degree: Economics, 2013, Uppsala University

  The generalization from the univariate volatility model into a multivariate approach opens up a variety of modeling possibilities. This study aims to examine the… (more)

Subjects/Keywords: multivariate GARCH; exchange rates; conditional correlation; forecasting; Value-at-Risk

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APA (6th Edition):

Hartman, J. (2013). Forecasting Conditional Correlation for Exchange Rates using Multivariate GARCH models with Historical Value-at-Risk application. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-202710

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):

Hartman, Joel. “Forecasting Conditional Correlation for Exchange Rates using Multivariate GARCH models with Historical Value-at-Risk application.” 2013. Thesis, Uppsala University. Accessed January 19, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-202710.

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

MLA Handbook (7th Edition):

Hartman, Joel. “Forecasting Conditional Correlation for Exchange Rates using Multivariate GARCH models with Historical Value-at-Risk application.” 2013. Web. 19 Jan 2021.

Vancouver:

Hartman J. Forecasting Conditional Correlation for Exchange Rates using Multivariate GARCH models with Historical Value-at-Risk application. [Internet] [Thesis]. Uppsala University; 2013. [cited 2021 Jan 19]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-202710.

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

Council of Science Editors:

Hartman J. Forecasting Conditional Correlation for Exchange Rates using Multivariate GARCH models with Historical Value-at-Risk application. [Thesis]. Uppsala University; 2013. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-202710

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


Rice University

6. Markowski, Mae. Newton-Based Methods for Smoothed Risk-Averse PDE-Constrained Optimization Problems.

Degree: MA, Engineering, 2019, Rice University

 This thesis introduces a modification for traditional, Newton-based methods to improve the efficiency of solving smoothed, risk-averse PDE-constrained optimization problems arising from optimal control applications.… (more)

Subjects/Keywords: Optimization under uncertainty; Conditional Value-at-Risk; PDE-Constrained Optimization

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APA (6th Edition):

Markowski, M. (2019). Newton-Based Methods for Smoothed Risk-Averse PDE-Constrained Optimization Problems. (Masters Thesis). Rice University. Retrieved from http://hdl.handle.net/1911/107436

Chicago Manual of Style (16th Edition):

Markowski, Mae. “Newton-Based Methods for Smoothed Risk-Averse PDE-Constrained Optimization Problems.” 2019. Masters Thesis, Rice University. Accessed January 19, 2021. http://hdl.handle.net/1911/107436.

MLA Handbook (7th Edition):

Markowski, Mae. “Newton-Based Methods for Smoothed Risk-Averse PDE-Constrained Optimization Problems.” 2019. Web. 19 Jan 2021.

Vancouver:

Markowski M. Newton-Based Methods for Smoothed Risk-Averse PDE-Constrained Optimization Problems. [Internet] [Masters thesis]. Rice University; 2019. [cited 2021 Jan 19]. Available from: http://hdl.handle.net/1911/107436.

Council of Science Editors:

Markowski M. Newton-Based Methods for Smoothed Risk-Averse PDE-Constrained Optimization Problems. [Masters Thesis]. Rice University; 2019. Available from: http://hdl.handle.net/1911/107436


Delft University of Technology

7. Venkatasubramanian, Janani (author). Tractable Stochastic Model Predictive Control using Conditional Value at Risk Optimization.

Degree: 2018, Delft University of Technology

A numerically tractable Stochastic Model Predictive Control (SMPC) strategy using Conditional Value at Risk (CVaR) optimization for discrete-time linear time-invariant systems, with state and input… (more)

Subjects/Keywords: Stochastic Model Predictive Control; Conditional Value at Risk; Scenario Optimization

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APA (6th Edition):

Venkatasubramanian, J. (. (2018). Tractable Stochastic Model Predictive Control using Conditional Value at Risk Optimization. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:17334efc-74b5-4457-8083-4d0b1d52df40

Chicago Manual of Style (16th Edition):

Venkatasubramanian, Janani (author). “Tractable Stochastic Model Predictive Control using Conditional Value at Risk Optimization.” 2018. Masters Thesis, Delft University of Technology. Accessed January 19, 2021. http://resolver.tudelft.nl/uuid:17334efc-74b5-4457-8083-4d0b1d52df40.

MLA Handbook (7th Edition):

Venkatasubramanian, Janani (author). “Tractable Stochastic Model Predictive Control using Conditional Value at Risk Optimization.” 2018. Web. 19 Jan 2021.

Vancouver:

Venkatasubramanian J(. Tractable Stochastic Model Predictive Control using Conditional Value at Risk Optimization. [Internet] [Masters thesis]. Delft University of Technology; 2018. [cited 2021 Jan 19]. Available from: http://resolver.tudelft.nl/uuid:17334efc-74b5-4457-8083-4d0b1d52df40.

Council of Science Editors:

Venkatasubramanian J(. Tractable Stochastic Model Predictive Control using Conditional Value at Risk Optimization. [Masters Thesis]. Delft University of Technology; 2018. Available from: http://resolver.tudelft.nl/uuid:17334efc-74b5-4457-8083-4d0b1d52df40


Colorado School of Mines

8. Arigoni, Ashley. Optimization techniques in coal markets: a global cost minimization and a multi-stage procurement strategy.

Degree: PhD, Mechanical Engineering, 2016, Colorado School of Mines

 Thermal coal is a prominent resource from which electricity is produced. In recent years, the price of this widely used commodity has declined, largely due… (more)

Subjects/Keywords: commodities; regression; coal; stochastic programming; conditional value-at-risk

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APA (6th Edition):

Arigoni, A. (2016). Optimization techniques in coal markets: a global cost minimization and a multi-stage procurement strategy. (Doctoral Dissertation). Colorado School of Mines. Retrieved from http://hdl.handle.net/11124/170660

Chicago Manual of Style (16th Edition):

Arigoni, Ashley. “Optimization techniques in coal markets: a global cost minimization and a multi-stage procurement strategy.” 2016. Doctoral Dissertation, Colorado School of Mines. Accessed January 19, 2021. http://hdl.handle.net/11124/170660.

MLA Handbook (7th Edition):

Arigoni, Ashley. “Optimization techniques in coal markets: a global cost minimization and a multi-stage procurement strategy.” 2016. Web. 19 Jan 2021.

Vancouver:

Arigoni A. Optimization techniques in coal markets: a global cost minimization and a multi-stage procurement strategy. [Internet] [Doctoral dissertation]. Colorado School of Mines; 2016. [cited 2021 Jan 19]. Available from: http://hdl.handle.net/11124/170660.

Council of Science Editors:

Arigoni A. Optimization techniques in coal markets: a global cost minimization and a multi-stage procurement strategy. [Doctoral Dissertation]. Colorado School of Mines; 2016. Available from: http://hdl.handle.net/11124/170660


Universidade Nova

9. Kennedy, George. Using covar to model cross-border connections in financial markets.

Degree: 2017, Universidade Nova

 This paper will examine how the conditional value at risk of the United States financial market can be calculated using exposure to foreign financial markets.… (more)

Subjects/Keywords: Financial interconnection; Value at risk; Risk management; Conditional value at risk; Domínio/Área Científica::Ciências Sociais::Economia e Gestão

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APA (6th Edition):

Kennedy, G. (2017). Using covar to model cross-border connections in financial markets. (Thesis). Universidade Nova. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/25467

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):

Kennedy, George. “Using covar to model cross-border connections in financial markets.” 2017. Thesis, Universidade Nova. Accessed January 19, 2021. https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/25467.

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

MLA Handbook (7th Edition):

Kennedy, George. “Using covar to model cross-border connections in financial markets.” 2017. Web. 19 Jan 2021.

Vancouver:

Kennedy G. Using covar to model cross-border connections in financial markets. [Internet] [Thesis]. Universidade Nova; 2017. [cited 2021 Jan 19]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/25467.

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

Council of Science Editors:

Kennedy G. Using covar to model cross-border connections in financial markets. [Thesis]. Universidade Nova; 2017. Available from: https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/25467

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


University of Washington

10. Hubbard, Alex. Macroeconomic Dynamics of Market Risk Capital Requirements and Credit Supply Interdependence.

Degree: PhD, 2016, University of Washington

 The 2008 global financial crisis revealed serious weaknesses in the worldwide banking system and financial regulatory regime. Concerns arose about the possible procyclical effects of… (more)

Subjects/Keywords: Capital Requirements; Conditional Value-at-Risk; Financial Regulation; Macroeconomics; Value-at-Risk; Economics; Economic theory; Banking; economics

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APA (6th Edition):

Hubbard, A. (2016). Macroeconomic Dynamics of Market Risk Capital Requirements and Credit Supply Interdependence. (Doctoral Dissertation). University of Washington. Retrieved from http://hdl.handle.net/1773/36565

Chicago Manual of Style (16th Edition):

Hubbard, Alex. “Macroeconomic Dynamics of Market Risk Capital Requirements and Credit Supply Interdependence.” 2016. Doctoral Dissertation, University of Washington. Accessed January 19, 2021. http://hdl.handle.net/1773/36565.

MLA Handbook (7th Edition):

Hubbard, Alex. “Macroeconomic Dynamics of Market Risk Capital Requirements and Credit Supply Interdependence.” 2016. Web. 19 Jan 2021.

Vancouver:

Hubbard A. Macroeconomic Dynamics of Market Risk Capital Requirements and Credit Supply Interdependence. [Internet] [Doctoral dissertation]. University of Washington; 2016. [cited 2021 Jan 19]. Available from: http://hdl.handle.net/1773/36565.

Council of Science Editors:

Hubbard A. Macroeconomic Dynamics of Market Risk Capital Requirements and Credit Supply Interdependence. [Doctoral Dissertation]. University of Washington; 2016. Available from: http://hdl.handle.net/1773/36565


Mississippi State University

11. Bhuiyan, Tanveer Hossain. Risk-averse bi-level stochastic network interdiction model for cyber-security risk management.

Degree: MS, Industrial and Systems Engineering, 2018, Mississippi State University

  This research presents a bi-level stochastic network interdiction model on an attack graph to enable a risk-averse resource constrained cyber network defender to optimally… (more)

Subjects/Keywords: attack graph; stochastic network interdiction; risk-aversion; conditional-value-at-risk; mixed-integer-programming

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

APA (6th Edition):

Bhuiyan, T. H. (2018). Risk-averse bi-level stochastic network interdiction model for cyber-security risk management. (Masters Thesis). Mississippi State University. Retrieved from http://sun.library.msstate.edu/ETD-db/theses/available/etd-06192018-192319/ ;

Chicago Manual of Style (16th Edition):

Bhuiyan, Tanveer Hossain. “Risk-averse bi-level stochastic network interdiction model for cyber-security risk management.” 2018. Masters Thesis, Mississippi State University. Accessed January 19, 2021. http://sun.library.msstate.edu/ETD-db/theses/available/etd-06192018-192319/ ;.

MLA Handbook (7th Edition):

Bhuiyan, Tanveer Hossain. “Risk-averse bi-level stochastic network interdiction model for cyber-security risk management.” 2018. Web. 19 Jan 2021.

Vancouver:

Bhuiyan TH. Risk-averse bi-level stochastic network interdiction model for cyber-security risk management. [Internet] [Masters thesis]. Mississippi State University; 2018. [cited 2021 Jan 19]. Available from: http://sun.library.msstate.edu/ETD-db/theses/available/etd-06192018-192319/ ;.

Council of Science Editors:

Bhuiyan TH. Risk-averse bi-level stochastic network interdiction model for cyber-security risk management. [Masters Thesis]. Mississippi State University; 2018. Available from: http://sun.library.msstate.edu/ETD-db/theses/available/etd-06192018-192319/ ;


University of Windsor

12. Zhang, Qiqi. Multiportfolio Optimization with CVaR Risk Measure.

Degree: MA, Mechanical, Automotive, and Materials Engineering, 2016, University of Windsor

 The vast majority of studies in portfolio optimization problem are conducted under a single portfolio framework. In the financial industry, the trading of multiple portfolios… (more)

Subjects/Keywords: Conditional Value-at-Risk; Fairness; Market Impact Cost; Mathematical Programming; Multiportfolio Optimization; Risk Management

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APA (6th Edition):

Zhang, Q. (2016). Multiportfolio Optimization with CVaR Risk Measure. (Masters Thesis). University of Windsor. Retrieved from https://scholar.uwindsor.ca/etd/5685

Chicago Manual of Style (16th Edition):

Zhang, Qiqi. “Multiportfolio Optimization with CVaR Risk Measure.” 2016. Masters Thesis, University of Windsor. Accessed January 19, 2021. https://scholar.uwindsor.ca/etd/5685.

MLA Handbook (7th Edition):

Zhang, Qiqi. “Multiportfolio Optimization with CVaR Risk Measure.” 2016. Web. 19 Jan 2021.

Vancouver:

Zhang Q. Multiportfolio Optimization with CVaR Risk Measure. [Internet] [Masters thesis]. University of Windsor; 2016. [cited 2021 Jan 19]. Available from: https://scholar.uwindsor.ca/etd/5685.

Council of Science Editors:

Zhang Q. Multiportfolio Optimization with CVaR Risk Measure. [Masters Thesis]. University of Windsor; 2016. Available from: https://scholar.uwindsor.ca/etd/5685

13. Ferreira, Artur Barbosa Bernardes. Sistema de suporte à decisão contratual ótima de UHEs no mercado de energia elétrica utilizando gerenciamento de risco.

Degree: Mestrado, Sistemas Elétricos de Potência, 2012, University of São Paulo

O modelo de comercialização de energia elétrica operante no Brasil é fruto da reestruturação do Setor Elétrico Brasileiro (SEB), que se iniciou na década de… (more)

Subjects/Keywords: Ambiente de livre contratação; Conditional value at risk; Conditional value at risk; Electricity market; Free contracting environment; Gerenciamento de risco; Mercado de energia elétrica; Risk management

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APA (6th Edition):

Ferreira, A. B. B. (2012). Sistema de suporte à decisão contratual ótima de UHEs no mercado de energia elétrica utilizando gerenciamento de risco. (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/18/18154/tde-20092012-080148/ ;

Chicago Manual of Style (16th Edition):

Ferreira, Artur Barbosa Bernardes. “Sistema de suporte à decisão contratual ótima de UHEs no mercado de energia elétrica utilizando gerenciamento de risco.” 2012. Masters Thesis, University of São Paulo. Accessed January 19, 2021. http://www.teses.usp.br/teses/disponiveis/18/18154/tde-20092012-080148/ ;.

MLA Handbook (7th Edition):

Ferreira, Artur Barbosa Bernardes. “Sistema de suporte à decisão contratual ótima de UHEs no mercado de energia elétrica utilizando gerenciamento de risco.” 2012. Web. 19 Jan 2021.

Vancouver:

Ferreira ABB. Sistema de suporte à decisão contratual ótima de UHEs no mercado de energia elétrica utilizando gerenciamento de risco. [Internet] [Masters thesis]. University of São Paulo; 2012. [cited 2021 Jan 19]. Available from: http://www.teses.usp.br/teses/disponiveis/18/18154/tde-20092012-080148/ ;.

Council of Science Editors:

Ferreira ABB. Sistema de suporte à decisão contratual ótima de UHEs no mercado de energia elétrica utilizando gerenciamento de risco. [Masters Thesis]. University of São Paulo; 2012. Available from: http://www.teses.usp.br/teses/disponiveis/18/18154/tde-20092012-080148/ ;

14. Bertho Junior, Rui. Programação linear com controle de risco para o planejamento da operação do SIN.

Degree: Mestrado, Sistemas Elétricos de Potência, 2013, University of São Paulo

O planejamento da operação energética do sistema interligado nacional brasileiro é realizado por uma cadeia de modelos computacionais de otimização e simulação da operação. Entretanto,… (more)

Subjects/Keywords: Aggregated reservoir; Conditional value at risk; Conditional value at risk; Controle de risco; Linear programing; Operation planning; Planejamento da operação; Programação linear; Reservatório equivalente; Risk control

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

APA (6th Edition):

Bertho Junior, R. (2013). Programação linear com controle de risco para o planejamento da operação do SIN. (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/18/18154/tde-29042013-112650/ ;

Chicago Manual of Style (16th Edition):

Bertho Junior, Rui. “Programação linear com controle de risco para o planejamento da operação do SIN.” 2013. Masters Thesis, University of São Paulo. Accessed January 19, 2021. http://www.teses.usp.br/teses/disponiveis/18/18154/tde-29042013-112650/ ;.

MLA Handbook (7th Edition):

Bertho Junior, Rui. “Programação linear com controle de risco para o planejamento da operação do SIN.” 2013. Web. 19 Jan 2021.

Vancouver:

Bertho Junior R. Programação linear com controle de risco para o planejamento da operação do SIN. [Internet] [Masters thesis]. University of São Paulo; 2013. [cited 2021 Jan 19]. Available from: http://www.teses.usp.br/teses/disponiveis/18/18154/tde-29042013-112650/ ;.

Council of Science Editors:

Bertho Junior R. Programação linear com controle de risco para o planejamento da operação do SIN. [Masters Thesis]. University of São Paulo; 2013. Available from: http://www.teses.usp.br/teses/disponiveis/18/18154/tde-29042013-112650/ ;


Universidade de Brasília

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

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 January 19, 2021. 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. 19 Jan 2021.

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 2021 Jan 19]. 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


University of Alberta

16. Smirnov, Ivan. Dynamic Hedging: CVaR Minimization and Path-Wise Comparison.

Degree: PhD, Department of Mathematical and Statistical Sciences, 2013, University of Alberta

 Imposing constraints on the class of the available self-financing strategies may eliminate the possibility of using replicating or superhedging strategies, which leads to the problem… (more)

Subjects/Keywords: conditional value-at-risk; dynamic hedging; stochastic modelling; path-wise comparison theorem; Neyman-Pearson lemma

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

APA (6th Edition):

Smirnov, I. (2013). Dynamic Hedging: CVaR Minimization and Path-Wise Comparison. (Doctoral Dissertation). University of Alberta. Retrieved from https://era.library.ualberta.ca/files/zg64tm505

Chicago Manual of Style (16th Edition):

Smirnov, Ivan. “Dynamic Hedging: CVaR Minimization and Path-Wise Comparison.” 2013. Doctoral Dissertation, University of Alberta. Accessed January 19, 2021. https://era.library.ualberta.ca/files/zg64tm505.

MLA Handbook (7th Edition):

Smirnov, Ivan. “Dynamic Hedging: CVaR Minimization and Path-Wise Comparison.” 2013. Web. 19 Jan 2021.

Vancouver:

Smirnov I. Dynamic Hedging: CVaR Minimization and Path-Wise Comparison. [Internet] [Doctoral dissertation]. University of Alberta; 2013. [cited 2021 Jan 19]. Available from: https://era.library.ualberta.ca/files/zg64tm505.

Council of Science Editors:

Smirnov I. Dynamic Hedging: CVaR Minimization and Path-Wise Comparison. [Doctoral Dissertation]. University of Alberta; 2013. Available from: https://era.library.ualberta.ca/files/zg64tm505


McMaster University

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

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 January 19, 2021. 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. 19 Jan 2021.

Vancouver:

Khodabakhsh R. Energy Management in Grid-connected Microgrids with On-site Storage Devices. [Internet] [Masters thesis]. McMaster University; 2015. [cited 2021 Jan 19]. 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


Uppsala University

18. Enocksson, David. Evaluating VaR with the ARCH/GARCH Family.

Degree: Statistics, 2012, Uppsala University

  The aim of the thesis is to identify an appropriate model in forecasting Value-at-Risk on a morevolatile period than that one from which the… (more)

Subjects/Keywords: Value-at-Risk; ARCH; GARCH; GJR-GARCH; Exchange rates; Conditional Variance; Volatility Forecasting

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

APA (6th Edition):

Enocksson, D. (2012). Evaluating VaR with the ARCH/GARCH Family. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-168283

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):

Enocksson, David. “Evaluating VaR with the ARCH/GARCH Family.” 2012. Thesis, Uppsala University. Accessed January 19, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-168283.

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

MLA Handbook (7th Edition):

Enocksson, David. “Evaluating VaR with the ARCH/GARCH Family.” 2012. Web. 19 Jan 2021.

Vancouver:

Enocksson D. Evaluating VaR with the ARCH/GARCH Family. [Internet] [Thesis]. Uppsala University; 2012. [cited 2021 Jan 19]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-168283.

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

Council of Science Editors:

Enocksson D. Evaluating VaR with the ARCH/GARCH Family. [Thesis]. Uppsala University; 2012. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-168283

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


Uppsala University

19. Boman, Victor. A comparison of multivariate GARCH models with respect to Value at Risk.

Degree: Statistics, 2019, Uppsala University

  Since the introduction univariate GARCH models number of available models have grown rapidly and has been extended to the multivariate area. This paper compares… (more)

Subjects/Keywords: multivariate GARCH; Value at Risk; forecasting; conditional correlation; Probability Theory and Statistics; Sannolikhetsteori och statistik

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APA (6th Edition):

Boman, V. (2019). A comparison of multivariate GARCH models with respect to Value at Risk. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-385521

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):

Boman, Victor. “A comparison of multivariate GARCH models with respect to Value at Risk.” 2019. Thesis, Uppsala University. Accessed January 19, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-385521.

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

MLA Handbook (7th Edition):

Boman, Victor. “A comparison of multivariate GARCH models with respect to Value at Risk.” 2019. Web. 19 Jan 2021.

Vancouver:

Boman V. A comparison of multivariate GARCH models with respect to Value at Risk. [Internet] [Thesis]. Uppsala University; 2019. [cited 2021 Jan 19]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-385521.

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

Council of Science Editors:

Boman V. A comparison of multivariate GARCH models with respect to Value at Risk. [Thesis]. Uppsala University; 2019. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-385521

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


University of Toronto

20. Mahmoudzadeh, Houra. Robust Optimization Methods for Breast Cancer Radiation Therapy.

Degree: PhD, 2015, University of Toronto

 The goal of radiation therapy (RT) is to eliminate cancerous cells by directing radiation beams to the hit the cancer target while sparing the surrounding… (more)

Subjects/Keywords: Breast Cancer; Conditional Value-at-risk; Optimization under Uncertainty; Radiation Therapy; Robust Optimization; 0546

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APA (6th Edition):

Mahmoudzadeh, H. (2015). Robust Optimization Methods for Breast Cancer Radiation Therapy. (Doctoral Dissertation). University of Toronto. Retrieved from http://hdl.handle.net/1807/71562

Chicago Manual of Style (16th Edition):

Mahmoudzadeh, Houra. “Robust Optimization Methods for Breast Cancer Radiation Therapy.” 2015. Doctoral Dissertation, University of Toronto. Accessed January 19, 2021. http://hdl.handle.net/1807/71562.

MLA Handbook (7th Edition):

Mahmoudzadeh, Houra. “Robust Optimization Methods for Breast Cancer Radiation Therapy.” 2015. Web. 19 Jan 2021.

Vancouver:

Mahmoudzadeh H. Robust Optimization Methods for Breast Cancer Radiation Therapy. [Internet] [Doctoral dissertation]. University of Toronto; 2015. [cited 2021 Jan 19]. Available from: http://hdl.handle.net/1807/71562.

Council of Science Editors:

Mahmoudzadeh H. Robust Optimization Methods for Breast Cancer Radiation Therapy. [Doctoral Dissertation]. University of Toronto; 2015. Available from: http://hdl.handle.net/1807/71562


Clemson University

21. Madadi, Alireza. SUPPLY CHAIN NETWORK DESIGN: RISK-AVERSE VS. RISK-NEUTRAL DECISION MAKING.

Degree: PhD, Industrial Engineering, 2012, Clemson University

 Recent events, such as the Heparin tragedy, highlight the necessity for designers and planners of supply chain networks to consider the risk of disruptions in… (more)

Subjects/Keywords: Conditional Value at Risk; Decision making; metaheuristic; Supply chain design; Supply disruptions; Industrial Engineering

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

APA (6th Edition):

Madadi, A. (2012). SUPPLY CHAIN NETWORK DESIGN: RISK-AVERSE VS. RISK-NEUTRAL DECISION MAKING. (Doctoral Dissertation). Clemson University. Retrieved from https://tigerprints.clemson.edu/all_dissertations/1044

Chicago Manual of Style (16th Edition):

Madadi, Alireza. “SUPPLY CHAIN NETWORK DESIGN: RISK-AVERSE VS. RISK-NEUTRAL DECISION MAKING.” 2012. Doctoral Dissertation, Clemson University. Accessed January 19, 2021. https://tigerprints.clemson.edu/all_dissertations/1044.

MLA Handbook (7th Edition):

Madadi, Alireza. “SUPPLY CHAIN NETWORK DESIGN: RISK-AVERSE VS. RISK-NEUTRAL DECISION MAKING.” 2012. Web. 19 Jan 2021.

Vancouver:

Madadi A. SUPPLY CHAIN NETWORK DESIGN: RISK-AVERSE VS. RISK-NEUTRAL DECISION MAKING. [Internet] [Doctoral dissertation]. Clemson University; 2012. [cited 2021 Jan 19]. Available from: https://tigerprints.clemson.edu/all_dissertations/1044.

Council of Science Editors:

Madadi A. SUPPLY CHAIN NETWORK DESIGN: RISK-AVERSE VS. RISK-NEUTRAL DECISION MAKING. [Doctoral Dissertation]. Clemson University; 2012. Available from: https://tigerprints.clemson.edu/all_dissertations/1044


Rice University

22. Takhtaganov, Timur. Efficient estimation of coherent risk measures for risk-averse optimization problems governed by partial differential equations with random inputs.

Degree: PhD, Engineering, 2017, Rice University

 The scope of this thesis is the assessment and design of structure-exploiting methods for the efficient estimation of risk measures of quantities of interest in… (more)

Subjects/Keywords: optimization under uncertainty; PDE-constrained optimization; risk-averse optimization; risk measures; importance sampling; reduced order models; conditional value-at-risk

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

APA (6th Edition):

Takhtaganov, T. (2017). Efficient estimation of coherent risk measures for risk-averse optimization problems governed by partial differential equations with random inputs. (Doctoral Dissertation). Rice University. Retrieved from http://hdl.handle.net/1911/105454

Chicago Manual of Style (16th Edition):

Takhtaganov, Timur. “Efficient estimation of coherent risk measures for risk-averse optimization problems governed by partial differential equations with random inputs.” 2017. Doctoral Dissertation, Rice University. Accessed January 19, 2021. http://hdl.handle.net/1911/105454.

MLA Handbook (7th Edition):

Takhtaganov, Timur. “Efficient estimation of coherent risk measures for risk-averse optimization problems governed by partial differential equations with random inputs.” 2017. Web. 19 Jan 2021.

Vancouver:

Takhtaganov T. Efficient estimation of coherent risk measures for risk-averse optimization problems governed by partial differential equations with random inputs. [Internet] [Doctoral dissertation]. Rice University; 2017. [cited 2021 Jan 19]. Available from: http://hdl.handle.net/1911/105454.

Council of Science Editors:

Takhtaganov T. Efficient estimation of coherent risk measures for risk-averse optimization problems governed by partial differential equations with random inputs. [Doctoral Dissertation]. Rice University; 2017. Available from: http://hdl.handle.net/1911/105454


University of South Florida

23. Su, Liu. Routing and Designing Networks for Two Transportation Problems.

Degree: 2019, University of South Florida

 Routing and designing are essential for transportation networks. With effective routing and designing policies, transportation networks can work safely and efficiently. There are two transportation… (more)

Subjects/Keywords: Conditional Value-at-Risk; Dynamic Wireless Charging; Hazardous Materials Transportation; Risk Management; Spectral Risk; Operational Research; Urban Studies and Planning

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

APA (6th Edition):

Su, L. (2019). Routing and Designing Networks for Two Transportation Problems. (Thesis). University of South Florida. Retrieved from https://scholarcommons.usf.edu/etd/7958

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):

Su, Liu. “Routing and Designing Networks for Two Transportation Problems.” 2019. Thesis, University of South Florida. Accessed January 19, 2021. https://scholarcommons.usf.edu/etd/7958.

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

MLA Handbook (7th Edition):

Su, Liu. “Routing and Designing Networks for Two Transportation Problems.” 2019. Web. 19 Jan 2021.

Vancouver:

Su L. Routing and Designing Networks for Two Transportation Problems. [Internet] [Thesis]. University of South Florida; 2019. [cited 2021 Jan 19]. Available from: https://scholarcommons.usf.edu/etd/7958.

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

Council of Science Editors:

Su L. Routing and Designing Networks for Two Transportation Problems. [Thesis]. University of South Florida; 2019. Available from: https://scholarcommons.usf.edu/etd/7958

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


Université de Neuchâtel

24. Bluteau, Keven. Modeling latent variables in economics and finance.

Degree: 2019, Université de Neuchâtel

 Le sujet des variables latentes est au cœur de cette thèse. Ces variables latentes (i.e., non observables) doivent être inférées à l’aide de modèles statistiques… (more)

Subjects/Keywords: value–at–risk

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APA (6th Edition):

Bluteau, K. (2019). Modeling latent variables in economics and finance. (Thesis). Université de Neuchâtel. Retrieved from http://doc.rero.ch/record/326760

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):

Bluteau, Keven. “Modeling latent variables in economics and finance.” 2019. Thesis, Université de Neuchâtel. Accessed January 19, 2021. http://doc.rero.ch/record/326760.

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

MLA Handbook (7th Edition):

Bluteau, Keven. “Modeling latent variables in economics and finance.” 2019. Web. 19 Jan 2021.

Vancouver:

Bluteau K. Modeling latent variables in economics and finance. [Internet] [Thesis]. Université de Neuchâtel; 2019. [cited 2021 Jan 19]. Available from: http://doc.rero.ch/record/326760.

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

Council of Science Editors:

Bluteau K. Modeling latent variables in economics and finance. [Thesis]. Université de Neuchâtel; 2019. Available from: http://doc.rero.ch/record/326760

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


Universidad del Rosario

25. Alayón González, José Luis. Distribución hiperbólica generalizada: una aplicación en la selección de portafolios y en la cuantificación de medidas de riesgo de mercado.

Degree: 2014, Universidad del Rosario

En este trabajo se implementa una metodología para incluir momentos de orden superior en la selección de portafolios, haciendo uso de la Distribución Hiperbólica Generalizada,… (more)

Subjects/Keywords: Generalized Hyperbolic Distribution; Portfolio Selection; Robust Portfolio selection; Conditional Value at Risk; Worse Case Conditional Value at Risk; Asset Allocation; Risk Management; Markowitz; Multi-cicle, Expectation, and Conditional Estimation Method; 381; Mercados; Mercado de valores; Finanzas; Economía; Generalized Hyperbolic Distribution; Portfolio Selection; Robust Portfolio selection; Conditional Value at Risk; Worse Case Conditional Value at Risk; Asset Allocation; Risk Management; Markowitz Portfolio Selection; Multi-cicle, Expectation, and Conditional Estimation Method

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APA (6th Edition):

Alayón González, J. L. (2014). Distribución hiperbólica generalizada: una aplicación en la selección de portafolios y en la cuantificación de medidas de riesgo de mercado. (Thesis). Universidad del Rosario. Retrieved from http://repository.urosario.edu.co/handle/10336/8856

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):

Alayón González, José Luis. “Distribución hiperbólica generalizada: una aplicación en la selección de portafolios y en la cuantificación de medidas de riesgo de mercado.” 2014. Thesis, Universidad del Rosario. Accessed January 19, 2021. http://repository.urosario.edu.co/handle/10336/8856.

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

MLA Handbook (7th Edition):

Alayón González, José Luis. “Distribución hiperbólica generalizada: una aplicación en la selección de portafolios y en la cuantificación de medidas de riesgo de mercado.” 2014. Web. 19 Jan 2021.

Vancouver:

Alayón González JL. Distribución hiperbólica generalizada: una aplicación en la selección de portafolios y en la cuantificación de medidas de riesgo de mercado. [Internet] [Thesis]. Universidad del Rosario; 2014. [cited 2021 Jan 19]. Available from: http://repository.urosario.edu.co/handle/10336/8856.

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

Council of Science Editors:

Alayón González JL. Distribución hiperbólica generalizada: una aplicación en la selección de portafolios y en la cuantificación de medidas de riesgo de mercado. [Thesis]. Universidad del Rosario; 2014. Available from: http://repository.urosario.edu.co/handle/10336/8856

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


Université de Lorraine

26. Salhi, Khaled. Risques extrêmes en finance : analyse et modélisation : Financial extreme risks : analysis and modeling.

Degree: Docteur es, Mathématiques, 2016, Université de Lorraine

Cette thèse étudie la gestion et la couverture du risque en s’appuyant sur la Value-at-Risk (VaR) et la Value-at-Risk Conditionnelle (CVaR), comme mesures de risque.… (more)

Subjects/Keywords: Value-At-Risk; Value-At-Risk Conditionnelle; Lois puissances; Modèles de Markov cachés; Processus de Lévy; Transformée de Fourier rapide; Lemme de Neyman-Pearson; Value-At-Risk; Conditional Value-At-Risk; Power laws; Hidden Markov models; Lévy processes; Fast Fourier transforms; Neyman-Pearson Lemma; 332.015 1

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

APA (6th Edition):

Salhi, K. (2016). Risques extrêmes en finance : analyse et modélisation : Financial extreme risks : analysis and modeling. (Doctoral Dissertation). Université de Lorraine. Retrieved from http://www.theses.fr/2016LORR0192

Chicago Manual of Style (16th Edition):

Salhi, Khaled. “Risques extrêmes en finance : analyse et modélisation : Financial extreme risks : analysis and modeling.” 2016. Doctoral Dissertation, Université de Lorraine. Accessed January 19, 2021. http://www.theses.fr/2016LORR0192.

MLA Handbook (7th Edition):

Salhi, Khaled. “Risques extrêmes en finance : analyse et modélisation : Financial extreme risks : analysis and modeling.” 2016. Web. 19 Jan 2021.

Vancouver:

Salhi K. Risques extrêmes en finance : analyse et modélisation : Financial extreme risks : analysis and modeling. [Internet] [Doctoral dissertation]. Université de Lorraine; 2016. [cited 2021 Jan 19]. Available from: http://www.theses.fr/2016LORR0192.

Council of Science Editors:

Salhi K. Risques extrêmes en finance : analyse et modélisation : Financial extreme risks : analysis and modeling. [Doctoral Dissertation]. Université de Lorraine; 2016. Available from: http://www.theses.fr/2016LORR0192


University of Florida

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

APA (6th Edition):

Mafusalov, A. (2017). Risk Management Approaches in Distribution Approximation, Regression, and Classification. (Doctoral Dissertation). University of Florida. Retrieved from https://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 January 19, 2021. https://ufdc.ufl.edu/UFE0050903.

MLA Handbook (7th Edition):

Mafusalov, Aleksandr. “Risk Management Approaches in Distribution Approximation, Regression, and Classification.” 2017. Web. 19 Jan 2021.

Vancouver:

Mafusalov A. Risk Management Approaches in Distribution Approximation, Regression, and Classification. [Internet] [Doctoral dissertation]. University of Florida; 2017. [cited 2021 Jan 19]. Available from: https://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: https://ufdc.ufl.edu/UFE0050903


University of Helsinki

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

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 January 19, 2021. http://hdl.handle.net/10138/155800.

MLA Handbook (7th Edition):

Cheng, Zhuo. “Application of Conditional Value-at-Risk in Forest Management Planning.” 2015. Web. 19 Jan 2021.

Vancouver:

Cheng Z. Application of Conditional Value-at-Risk in Forest Management Planning. [Internet] [Masters thesis]. University of Helsinki; 2015. [cited 2021 Jan 19]. 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

29. Francisco RogÃrio Gomes Cruz. Modelagem condicional especÃfica da gestÃo de risco de mercado nos BRIC.

Degree: Master, 2013, Universidade Federal do Ceará

As economias emergentes que compÃem os BRIC, apesar de serem caracterizadas por heterogeneidades marcantes em termos econÃmicos, sociais e polÃticos, apresentam evidÃncias empÃricas sobre convergÃncia… (more)

Subjects/Keywords: CIENCIAS SOCIAIS APLICADAS; BRIC; Value at Risk; Volatilidade condicional; Normalidade; GrÃficos de Balzer; BRIC; Value at Risk; Conditional volatility; Normal distribution; Balzer graphs; IntegraÃÃo EconÃmica Internacional; FinanÃas Internacionais

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

APA (6th Edition):

Cruz, F. R. G. (2013). Modelagem condicional especÃfica da gestÃo de risco de mercado nos BRIC. (Masters Thesis). Universidade Federal do Ceará. Retrieved from http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=11576 ;

Chicago Manual of Style (16th Edition):

Cruz, Francisco RogÃrio Gomes. “Modelagem condicional especÃfica da gestÃo de risco de mercado nos BRIC.” 2013. Masters Thesis, Universidade Federal do Ceará. Accessed January 19, 2021. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=11576 ;.

MLA Handbook (7th Edition):

Cruz, Francisco RogÃrio Gomes. “Modelagem condicional especÃfica da gestÃo de risco de mercado nos BRIC.” 2013. Web. 19 Jan 2021.

Vancouver:

Cruz FRG. Modelagem condicional especÃfica da gestÃo de risco de mercado nos BRIC. [Internet] [Masters thesis]. Universidade Federal do Ceará 2013. [cited 2021 Jan 19]. Available from: http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=11576 ;.

Council of Science Editors:

Cruz FRG. Modelagem condicional especÃfica da gestÃo de risco de mercado nos BRIC. [Masters Thesis]. Universidade Federal do Ceará 2013. Available from: http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=11576 ;


KTH

30. Prastorfer, Andreas. Simulation-Based Portfolio Optimization with Coherent Distortion Risk Measures.

Degree: Mathematical Statistics, 2020, KTH

This master's thesis studies portfolio optimization using linear programming algorithms. The contribution of this thesis is an extension of the convex framework for portfolio… (more)

Subjects/Keywords: Risk Management; Portfolio Optimization; Conditional Value-at-Risk; Coherent Distortion Riks Measures; Elliptical Distribution; GARCH model; Normal Copulas; Extreme Value Theory; Risk Contributions; Riskhantering; Portföljoptimering; Conditional Value-at-Risk; Koherenta distortionsriskmått; Elliptiska fördelningar; GARCH modeller; Normal-copula; Extremvärdes teori; Riskbidrag; Mathematics; Matematik

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

APA (6th Edition):

Prastorfer, A. (2020). Simulation-Based Portfolio Optimization with Coherent Distortion Risk Measures. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-266382

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):

Prastorfer, Andreas. “Simulation-Based Portfolio Optimization with Coherent Distortion Risk Measures.” 2020. Thesis, KTH. Accessed January 19, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-266382.

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

MLA Handbook (7th Edition):

Prastorfer, Andreas. “Simulation-Based Portfolio Optimization with Coherent Distortion Risk Measures.” 2020. Web. 19 Jan 2021.

Vancouver:

Prastorfer A. Simulation-Based Portfolio Optimization with Coherent Distortion Risk Measures. [Internet] [Thesis]. KTH; 2020. [cited 2021 Jan 19]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-266382.

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

Council of Science Editors:

Prastorfer A. Simulation-Based Portfolio Optimization with Coherent Distortion Risk Measures. [Thesis]. KTH; 2020. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-266382

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

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