Expected shortfall - PDFSEARCH.IO - Document Search Engine

Expected shortfall
Results: 110

#	Item
81	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
82	Energy for today. Caring for tomorrow. Developing a dynamic conditional multivariate copula methodology for the estimation of conditional value-at-risk. My experience as doctorate in collaboration with Enovos Add to Reading List Source URL: www.fnr.lu Language: English Mathematical finance Statistics Management Project management Risk management Copula Decet Value at risk Expected shortfall Actuarial science Financial risk Risk
83	MONETARY AND ECONOMIC STUDIES /JANUARY[removed]On the Validity of Value-at-Risk: Comparative Analyses with Expected Shortfall Add to Reading List Source URL: www.imes.boj.or.jp Language: English - Date: 2002-01-17 20:35:59 Actuarial science Mathematical sciences Applied mathematics Probability theory Data analysis Expected shortfall Value at risk Risk Variance Statistics Financial risk Mathematical finance
84	Overview of the Adopted Budget[removed]Biennium Contained in HB 30, as Adopted The[removed]budget, as adopted, addresses a substantial projected budget shortfall for the next biennium. Economic weakness is expected to co Add to Reading List Source URL: leg1.state.va.us Language: English - Date: 2002-04-29 16:22:16 Government Social Security Taxation in the United States Medicaid
85	Russell Research By Richard K. Fullmer, CFA Mismeasurement of risk in financial planning A lesson in risk decomposition Add to Reading List Source URL: www.plansponsor.com Language: English - Date: 2009-10-30 17:38:33 Economics Financial risk Actuarial science Mathematical finance Financial markets Risk Expected shortfall Asset allocation Portfolio Financial economics Investment Finance
86	Portfolio optimization with CVaR budgets Kris Boudt∗ - Peter Carl - Brian G. Peterson R/Finance 2010 April 16th, 2010 Add to Reading List Source URL: www.rinfinance.com Language: English - Date: 2010-06-02 13:58:32 Finance Economics Asset allocation Diversification Expected shortfall Portfolio Financial economics Investment Financial risk
87	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Model Risk of Risk Models Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2014-08-13 16:27:06 Economics Risk Financial risk modeling Value at risk Systemic risk Model risk Basel II Economic model Expected shortfall Financial risk Actuarial science Financial economics
88	Federal Reserve Bank of New York Staff Reports CoVaR Tobias Adrian Add to Reading List Source URL: www.newyorkfed.org Language: English - Date: 2014-09-16 15:05:41 Actuarial science Finance Mathematical finance Systemic risk Liquidity risk Risk measure Risk Value at risk Expected shortfall Financial risk Economics Financial economics
89	An EDHEC-Risk Institute Publication Tail Risk of Asian Markets: An Extreme Value Theory Approach August 2013 Add to Reading List Source URL: www.edhec-risk.com Language: English - Date: 2013-10-18 09:45:17 Economics Mathematical finance Finance Financial risk modeling Risk Value at risk Expected shortfall Volatility Modern portfolio theory Financial risk Financial economics Actuarial science
90	Microsoft Word - CAPITAL SHORTFALL.cover.engle.docx Add to Reading List Source URL: www.clevelandfed.org Language: English - Date: 2012-04-19 10:56:04 Financial crises Economic bubbles Actuarial science Mathematical finance Financial crisis Systemic risk Late-2000s financial crisis Expected shortfall Risk Economics Financial risk Financial economics

UPDATE