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Linnaeus University

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

Degree: Mathematics, 2020, Linnaeus University

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-98039

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

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

URL: http://www.teses.usp.br/teses/disponiveis/3/3143/tde-19032015-162048/ ;

►

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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://submit-etda.libraries.psu.edu/catalog/15123czw5227

► *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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/9475

►

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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-202710

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://hdl.handle.net/1911/107436

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://resolver.tudelft.nl/uuid:17334efc-74b5-4457-8083-4d0b1d52df40

►

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/11124/170660

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/25467

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://hdl.handle.net/1773/36565

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

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

URL: http://sun.library.msstate.edu/ETD-db/theses/available/etd-06192018-192319/ ;

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://scholar.uwindsor.ca/etd/5685

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://www.teses.usp.br/teses/disponiveis/18/18154/tde-20092012-080148/ ;

►

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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://www.teses.usp.br/teses/disponiveis/18/18154/tde-29042013-112650/ ;

►

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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://bdtd.bce.unb.br/tedesimplificado/tde_busca/arquivo.php?codArquivo=1895

►

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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: https://era.library.ualberta.ca/files/zg64tm505

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/11375/18283

►

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-168283

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-385521

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://hdl.handle.net/1807/71562

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://tigerprints.clemson.edu/all_dissertations/1044

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/1911/105454

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://scholarcommons.usf.edu/etd/7958

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://doc.rero.ch/record/326760

► 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

Record Details Similar Records

❌

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

APA (6^{th} Edition):

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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://repository.urosario.edu.co/handle/10336/8856

►

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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://www.theses.fr/2016LORR0192

►

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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://ufdc.ufl.edu/UFE0050903

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/10138/155800

► *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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=11576 ;

►

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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-266382

►

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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

Not specified: Masters Thesis or Doctoral Dissertation