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CVAR
Results: 47

#	Item
31	Microsoft Word - CVar Optimization BV.doc Add to Reading List Source URL: corporate.morningstar.com Language: English - Date: 2010-03-02 16:24:33 Probability theory Normal distribution Investment Financial risk Kurtosis Skewness Asset allocation Fat-tailed distribution Moment Statistics Probability and statistics Mathematical finance
32	Conditional Value-at-Risk (CVaR) Norm: Stochastic Case Alexander Mafusalov, Stan Uryasev RESEARCH REPORT[removed]Risk Management and Financial Engineering Lab Department of Industrial and Systems Engineering 303 Weil Hall Add to Reading List Source URL: www.ise.ufl.edu Language: English - Date: 2014-08-28 14:53:37 Norm Vector space Lp space Expected value Algebra Mathematics Linear algebra
33	Presented at Fields Institute October 4, 2011 Risk Management of Portfolios by CVaR Optimization Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2012-02-14 16:12:44 Investment Mathematical finance Financial risk Financial markets Portfolio optimization Harry Markowitz Efficient frontier Diversification Mathematical optimization Financial economics Economics Finance
34	VaR vs CVaR in Risk Management and Optimization Stan Uryasev Joint presentation with Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-04-07 11:22:56 Mathematical finance Mathematical sciences Expected shortfall Value at risk Standard deviation Expected value Mathematical optimization Normal distribution Risk Statistics Financial risk Actuarial science
35	CASH FLOW MATCHING PROBLEM WITH CVaR CONSTRAINTS: A CASE STUDY WITH PORTFOLIO SAFEGUARD Danjue Shang ∗ and Stan Uryasev † PROJECT REPORT Add to Reading List Source URL: www.ise.ufl.edu Language: English - Date: 2013-06-15 17:47:08 Immunization Economics Mathematical optimization Bond duration Bond Expected shortfall Risk Financial risk Operations research Financial economics
36	Optim Lett DOI[removed]s11590[removed]ORIGINAL PAPER CVaR norm and applications in optimization Konstantin Pavlikov · Stan Uryasev Add to Reading List Source URL: www.ise.ufl.edu Language: English - Date: 2014-01-28 13:13:47 Norm Vector space Distribution Algebra Mathematics Linear algebra
37	10 Combining Model and Test Data for Optimal Determination of Percentiles and Allowables: CVaR Regression Approach, Part II Stan Uryasev1 and A. Alexandre Trindade2 1 Add to Reading List Source URL: www.ise.ufl.edu Language: English - Date: 2013-06-15 17:47:09 Econometrics Estimation theory Parametric statistics Linear regression Least squares Goodness of fit F-test Weibull distribution Errors and residuals in statistics Statistics Regression analysis Statistical tests
38	VaR vs CVaR in Risk Management and Optimization Stan Uryasev Joint presentation with Add to Reading List Source URL: www.ise.ufl.edu Language: English - Date: 2013-06-15 17:47:22 Mathematical finance Mathematical sciences Expected shortfall Value at risk Standard deviation Expected value Mathematical optimization Normal distribution Risk Statistics Financial risk Actuarial science
39	9 Combining Model and Test Data for Optimal Determination of Percentiles and Allowables: CVaR Regression Approach, Part I Stan Uryasev1 and A. Alexandre Trindade2 1 Add to Reading List Source URL: www.ise.ufl.edu Language: English - Date: 2013-06-15 17:47:09 Percentile Ordinary least squares Errors and residuals in statistics Quantile Cross-validation Normal distribution Least squares Goodness of fit F-test Statistics Regression analysis Linear regression
40	RNUOPT，FIOPT，Visual Mining Studio，Monaco， Numerical Optimizer による金融工学の事例紹介 NTT データ数理システム数理計画部田辺隆人１．RNUOPT による CvaR（expected shortfall） Add to Reading List Source URL: www.msi.co.jp Language: Japanese - Date: 2013-10-06 21:54:06

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