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Expected value
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#	Item
121	The capital adequacy problem Acceptable financial positions Single-asset risk measures Multi-asset risk measures Beyond cash-additive risk measures: Add to Reading List Source URL: www.ccfz.ch Language: English - Date: 2013-11-25 09:42:08 Mathematical finance Financial risk Actuarial science Risk measure Acceptance set Value at risk Risk Basel II Capital requirement Expected value
122	Eﬃcient Risk Sharing with Limited Commitment and Storage⇤ Árpád Ábrahám† and Sarolta Laczó‡ SeptemberAbstract Add to Reading List Source URL: apps.eui.eu Language: English - Date: 2014-09-22 13:11:39 Consumer behaviour Operations research Decision theory Actuarial science Consumption smoothing Systematic risk Utility Competitive equilibrium Risk Mathematical optimization Expected value Budget constraint
123	Value Analysis Frama-C’s value analysis plug-in AluminiumPascal Cuoq and Boris Yakobowski with Matthieu Lemerre, André Maroneze, Valentin Add to Reading List Source URL: frama-c.com Language: English - Date: 2016-06-01 04:33:34 Subroutines Frama-C Data types Abstract interpretation Parameter Pointer Expected value Constant
124	Chapter 11 RegressionLinear Regression Add to Reading List Source URL: johnstachurski.net Language: English - Date: 2016-06-24 09:25:50 Regression analysis Least squares Linear regression Ordinary least squares Coefficient of determination Linear least squares Residual sum of squares Explained sum of squares Expected value Polynomial regression Regularized least squares
125	Do Baseball Players Have Hot Streaks Add to Reading List Source URL: retrosheet.org Language: English - Date: 2007-03-28 10:42:24 Probability theory Random element Coin flipping Streaky the Supercat Expected value Standard deviation Correlation and dependence Normal distribution
126	Microsoft Word - The_Meaning.docx Add to Reading List Source URL: www.bovens.org Language: English - Date: 2014-06-23 04:59:32 Decision theory Regret Ambiguity aversion Expected value Choice Risk Coin flipping Uncertainty
127	Risk and performance optimization for portfolios of bonds and stocks Tom Fischer Darmstadt University of Technology∗ Armin Roehrl Approximity GmbH† Add to Reading List Source URL: www.statistik-mathematik.uni-wuerzburg.de Language: English - Date: 2016-01-19 07:11:42 Mathematical finance Financial risk Actuarial science Expected shortfall Risk measure Portfolio optimization Coherent risk measure Mathematical optimization Value at risk
128	Geoms Data Visualization - Use a geom to represent data points, use the geom’s aesthetic properties to represent variables. Each function returns a layer. Add to Reading List Source URL: www.rstudio.com Language: English - Date: 2015-10-30 12:40:31 Expected value Module:Graph
129	Under consideration for publication in J. Functional Programming 1 FUNCTIONAL PEARLS Probabilistic Functional Programming in Haskell Add to Reading List Source URL: web.engr.oregonstate.edu Language: English - Date: 2005-07-18 18:08:19 Probability distributions Probability theory Probabilistic complexity theory Monty Hall problem Normalizing constant Expected value Normal distribution Uniform distribution Distribution Probabilistic Turing machine
130	Optimization of performance measures based on Expected Shortfall Tom Fischer, Heriot-Watt University, Edinburgh∗ Armin Roehrl, Approximity GmbH† July 01, 2005 Add to Reading List Source URL: www.statistik-mathematik.uni-wuerzburg.de Language: English - Date: 2016-01-19 08:15:50 Mathematical finance Financial risk Actuarial science Expected shortfall Risk measure Portfolio optimization Value at risk Mathematical optimization

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