<--- Back to Details
First PageDocument Content
Financial risk / Actuarial science / Economy / Mathematical finance / Finance / Money / Coherent risk measure / Risk measure / Value at risk / Risk / Expected shortfall / Portfolio optimization
Date: 2015-02-02 08:44:23
Financial risk
Actuarial science
Economy
Mathematical finance
Finance
Money
Coherent risk measure
Risk measure
Value at risk
Risk
Expected shortfall
Portfolio optimization

Microsoft Word - idp-gmesdoc

Add to Reading List

Source URL: foibg.com

Download Document from Source Website

File Size: 1,28 MB

Share Document on Facebook

Similar Documents

Financial risk / Economy / Mathematical finance / Finance / Money / Actuarial science / Value at risk / Risk measure / Basel II / Variance / Coherent risk measure / Risk

External Risk Measures and Basel Accords Steven Kou Department of IEOR, 312 Mudd Building, Columbia University, New York, New York 10027, Xianhua Peng

DocID: 1r9Ha - View Document

Financial risk / Actuarial science / Economy / Mathematical finance / Finance / Money / Coherent risk measure / Risk measure / Value at risk / Risk / Expected shortfall / Portfolio optimization

Microsoft Word - idp-gmesdoc

DocID: 1r8SK - View Document

Financial risk / Actuarial science / Mathematical finance / Applied mathematics / Economy / Finance / Value at risk / Expected shortfall / Coherent risk measure / Shortest path problem / Risk / Route assignment

Worst-case Conditional Value-at-Risk Minimization for Hazardous Materials Transportation Iakovos Toumazis and Changhyun Kwon Department of Industrial and Systems Engineering, University at Buffalo, SUNY iakovost@buffalo.

DocID: 1qxRG - View Document

Financial risk / Actuarial science / Economy / Mathematical finance / Applied mathematics / Finance / Value at risk / Shortest path problem / Risk / Expected shortfall / Coherent risk measure

Routing Hazardous Materials on Time-Dependent Networks using Conditional Value-at-Risk Iakovos Toumazisa , Changhyun Kwona,1 a Department of Industrial and Systems Engineering

DocID: 1qr4m - View Document

Financial risk / Mathematical finance / Actuarial science / Coherent risk measure / Expected shortfall / Risk measure / Diversification / Norm / Value at risk / Acceptance set

Risk capital allocation by coherent risk measures based on one-sided moments T. Fischer∗ Darmstadt University of Technology October 21, 2003

DocID: 1pzvj - View Document