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~type_genre:"Congress Report"
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Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
Klüppelberg, Claudia
;
Seifert, Miriam
-
Sonderforschungsbereich Statistical Modelling of …
-
2019
Persistent link: https://www.econbiz.de/10012035248
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2
Extreme value theory for space-time processes with heavy-tailed distributions
Davis, Richard A.
;
Mikosch, Thomas
-
2006
Persistent link: https://www.econbiz.de/10003370444
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3
Risk assessment of generation investment
Su, J
;
Wu, FF
-
2005
of the investment on generation expansion project, risk assessment tools such as
Value
at
Risk
(VaR) and Conditional …
Value
at
Risk
(CVaR) may be used to provide the investors with tools for more informed decisions. A numerical example is …
Persistent link: https://www.econbiz.de/10009471372
Saved in:
4
RISK BALANCING STRATEGIES IN THE FLORIDA DAIRY INDUSTRY: AN APPLICATION OF CONDITIONAL
VALUE
AT
RISK
Zylstra, Michael J.
;
Kilmer, Richard L.
;
Uryasev, Stanislav
-
2003
. Using the return on equity as a profitability measure and the conditional
value
at
risk
as a risk measure the optimal hedge …
Persistent link: https://www.econbiz.de/10009443416
Saved in:
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