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![]() Date: 2015-02-02 08:44:23Financial risk Actuarial science Economy Mathematical finance Finance Money Coherent risk measure Risk measure Value at risk Risk Expected shortfall Portfolio optimization | Add to Reading List |
![]() | Value-at-Risk and Expected Shortfall for Quadratic Portfolio of Securities with Mixture of Elliptic Distributed Risk Factors Jules SADEFO KAMDEM ∗† Laboratoire de Math´ematiques CNRS UMR 6056 Universit´e De ReimsDocID: 1uKtW - View Document |
![]() | Backtesting Trading Book Models Using Estimates of VaR, Expected Shortfall and Realized p-Values Alexander J. McNeil1 1DocID: 1sNDX - View Document |
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![]() | CONDITIONAL VALUE-AT-RISK MODEL FOR HAZARDOUS MATERIALS TRANSPORTATIONDocID: 1qLMO - View Document |
![]() | Value-at-Risk and Conditional Value-at-Risk Minimization for Hazardous Materials Routing Iakovos Toumazis Changhyun Kwon Rajan Batta University at Buffalo, the State University of New YorkDocID: 1qH7a - View Document |