Modeling and evaluating water allocation risks using Value-at-Risk

First Page		Document Content
Date: 2013-01-16 22:50:34 Ethics Financial risk Mathematical finance Decision theory Risk management Expected shortfall Cudgegong River Loss function Actuarial science Risk Management		Modeling and evaluating water allocation risks using Value-at-Risk Add to Reading List Source URL: www.mssanz.org.au Download Document from Source Website File Size: 490,55 KB Share Document on Facebook

	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 DocID: 1uKtW - View Document
	Backtesting Trading Book Models Using Estimates of VaR, Expected Shortfall and Realized p-Values Alexander J. McNeil1 1 DocID: 1sNDX - View Document
	Microsoft Word - idp-gmesdoc DocID: 1r8SK - View Document
	CONDITIONAL VALUE-AT-RISK MODEL FOR HAZARDOUS MATERIALS TRANSPORTATION DocID: 1qLMO - View Document
	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 DocID: 1qH7a - View Document