<--- Back to Details
First PageDocument Content
Mathematical finance / Actuarial science / Data analysis / Expected shortfall / Probability theory / Coherent risk measure / Risk measure / Standard deviation / Variance / Statistics / Mathematical sciences / Financial risk
Date: 2013-06-15 17:47:22
Mathematical finance
Actuarial science
Data analysis
Expected shortfall
Probability theory
Coherent risk measure
Risk measure
Standard deviation
Variance
Statistics
Mathematical sciences
Financial risk

c 2008 INFORMS | isbn[removed]0  doi[removed]educ[removed]INFORMS 2008

Add to Reading List

Source URL: www.ise.ufl.edu

Download Document from Source Website

File Size: 299,24 KB

Share Document on Facebook

Similar Documents

Financial risk / Economy / Mathematical finance / Finance / Money / Actuarial science / Value at risk / Risk measure / Basel II / Variance / Coherent risk measure / Risk

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

Financial risk / Actuarial science / Economy / Mathematical finance / Finance / Money / Coherent risk measure / Risk measure / Value at risk / Risk / Expected shortfall / Portfolio optimization

Microsoft Word - idp-gmesdoc

DocID: 1r8SK - View Document

Financial risk / Actuarial science / Mathematical finance / Applied mathematics / Economy / Finance / Value at risk / Expected shortfall / Coherent risk measure / Shortest path problem / Risk / Route assignment

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

Financial risk / Actuarial science / Economy / Mathematical finance / Applied mathematics / Finance / Value at risk / Shortest path problem / Risk / Expected shortfall / Coherent risk measure

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

Financial risk / Mathematical finance / Actuarial science / Coherent risk measure / Expected shortfall / Risk measure / Diversification / Norm / Value at risk / Acceptance set

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