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person:"Powell, Robert"
~isPartOf:"Economics letters"
~isPartOf:"Journal of risk"
~person:"Uryasev, Stan"
~person:"Vries, Casper G. de"
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Powell, Robert
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The CoCVaR approach : systemic risk contribution measurement
Huang, Wei-Qiang
;
Uryasev, Stan
- In:
Journal of risk
20
(
2017/2018
)
4
,
pp. 75-93
Persistent link: https://www.econbiz.de/10011848936
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2
Calibrating risk preferences with the generalized capital asset pricing model based on mixed conditional value-at-risk deviation
Kalinchenko, Konstantin
;
Uryasev, Stan
;
Rockafellar, …
- In:
Journal of risk
15
(
2012/13
)
1
,
pp. 45-70
Persistent link: https://www.econbiz.de/10009657965
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3
Efficient execution in the secondary mortgage market : a stochastic optimization model using CVaR constraints
Wang, Chung-Jui
;
Uryasev, Stan
- In:
Journal of risk
10
(
2007/08
)
1
,
pp. 41-66
Persistent link: https://www.econbiz.de/10003572494
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4
Comparing downside risk measures for heavy tailed distributions
Daníelsson, Jón
;
Jorgensen, Bjorn N.
;
Sarma, Mandira
; …
- In:
Economics letters
92
(
2006
)
2
,
pp. 202-208
Persistent link: https://www.econbiz.de/10003360851
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