doi:[removed]j.jbankfin[removed]

First Page		Document Content
Date: 2013-06-15 17:47:13 Linear regression Quantile regression Polynomial regression Quantile Coherent risk measure Coefficient of determination Multivariate random variable Errors and residuals in statistics Variance Statistics Regression analysis Expected shortfall		doi:[removed]j.jbankfin[removed] Add to Reading List Source URL: www.ise.ufl.edu Download Document from Source Website File Size: 302,45 KB Share Document on Facebook

	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
	Microsoft Word - idp-gmesdoc DocID: 1r8SK - View Document
	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
	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
	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