Search Results - "CVaR"

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  1. 1
    Empirical Research on Relationships Between Marginal-VaR, Component-VaR and Incremental-VaR

    Empirical Research on Relationships Between Marginal-VaR, Component-VaR and Incremental-VaR by Li, Kai

    Published 2013
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  2. 2
    A novel hybrid algorithm for mean-CVaR portfolio selection with real-world constraints

    A novel hybrid algorithm for mean-CVaR portfolio selection with real-world constraints by Qin, Quande, Li, Li, Cheng, Shi

    Published 2014
    Subjects: “…Conditional Value at Risk; CVaR; Hybrid algorithm; Port- folio selection…”
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  3. 3
    Climate policy uncertainty and power generation investments: A real options-CVaR portfolio optimization approach

    Climate policy uncertainty and power generation investments: A real options-CVaR portfolio optimization approach by ShahNazari, M., Maybee, Bryan, Whale, J., McHugh, A.

    Published 2015
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  4. 4
    A risk management system for sustainable fleet replacement

    A risk management system for sustainable fleet replacement by Ansaripoor, Amir, Oliveira, F., Liret, A.

    Published 2014
    Subjects: “…Conditional value at risk (CVaR)…”
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  5. 5
    Cvar-Based Robust Models For Portfolio Selection

    Cvar-Based Robust Models For Portfolio Selection by Sun, Y., Aw, E.L.G., Li, Bin, Teo, Kok Lay, Sun, Jie

    Published 2020
    Subjects: Get full text

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