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Expected shortfall
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1	Value-at-Risk and Expected Shortfall for Quadratic Portfolio of Securities with Mixture of Elliptic Distributed Risk Factors Jules SADEFO KAMDEM ∗† Laboratoire de Math´ematiques CNRS UMR 6056 Universit´e De Reims Add to Reading List Source URL: comp-econ.org Language: English - Date: 2005-02-07 17:59:50
2	Backtesting Trading Book Models Using Estimates of VaR, Expected Shortfall and Realized p-Values Alexander J. McNeil1 1 Add to Reading List Source URL: www.ccfz.ch - Date: 2015-09-13 15:04:00
3	Microsoft Word - idp-gmesdoc Add to Reading List Source URL: foibg.com Language: English - 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
4	CONDITIONAL VALUE-AT-RISK MODEL FOR HAZARDOUS MATERIALS TRANSPORTATION Add to Reading List Source URL: www.informs-sim.org Language: English - Date: 2011-11-29 10:29:22 Financial risk Actuarial science Economy Mathematical finance Applied mathematics Finance Value at risk Expected shortfall Shortest path problem Risk Mathematical optimization Expected value
5	Value-at-Risk and Conditional Value-at-Risk Minimization for Hazardous Materials Routing Iakovos Toumazis Changhyun Kwon Rajan Batta University at Buffalo, the State University of New York Add to Reading List Source URL: toumiak.com Language: English - Date: 2014-05-20 15:37:59 Financial risk Actuarial science Applied mathematics Mathematical finance Statistics Economy Value at risk Expected shortfall Risk Expected value Market risk Variance
6	TENET: Tail-Event driven NETwork risk∗ Wolfgang Karl H¨ardle† Weining Wang‡ Lining Yu§ Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:32:35 Economy Actuarial science Financial risk Money Finance Systemic risk Value at risk Expected shortfall Risk Interaction Liquidity risk Systemically important financial institution
7	Microsoft Word - orbs7220.doc Add to Reading List Source URL: www.math.hkbu.edu.hk Language: English - Date: 2013-09-27 05:05:02 Economy Finance Money Financial risk Actuarial science Mathematical finance Financial economics Risk Value at risk Expected shortfall Operational risk Market risk
8	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. Add to Reading List Source URL: toumiak.com Language: English - Date: 2015-12-23 01:55:23 Financial risk Actuarial science Mathematical finance Applied mathematics Economy Finance Value at risk Expected shortfall Coherent risk measure Shortest path problem Risk Route assignment
9	Routing Hazardous Materials on Time-Dependent Networks using Conditional Value-at-Risk Iakovos Toumazisa , Changhyun Kwona,1 a Department of Industrial and Systems Engineering Add to Reading List Source URL: toumiak.com Language: English - Date: 2014-05-21 14:13:54 Financial risk Actuarial science Economy Mathematical finance Applied mathematics Finance Value at risk Shortest path problem Risk Expected shortfall Coherent risk measure
10	The Morningstar Global Risk Model ® Learn More Today U.S. Asia Add to Reading List Source URL: corporate.morningstar.com Language: English - Date: 2016-06-29 14:06:01 Finance Money Financial risk Actuarial science Economy Mathematical finance Risk Morningstar Inc. Expected shortfall Draft:HedgeSPA Returns-based style analysis