Similar Search Results

Environmental standards and trade volume

Mangee, Nicholas; Elmslie, Bruce - In: Modern economy 1 (2010) 2, pp. 100-111

Persistent link: https://www.econbiz.de/10009305994

Bounding average treatment effects : a linear programming approach

Demuynck, Thomas - In: Economics letters 137 (2015), pp. 75-77

Persistent link: https://www.econbiz.de/10011436238

Die Geometrie der Immobilienbewertung : ein geometrisches Schätzmodell zur Bestimmung und Plausibilisierung von Immobilienmarktwerten auf Grundlage der modernen neoklassischen Wert...

Roesch, Gerhard Werner - 2018

Persistent link: https://www.econbiz.de/10011889418

CVaR regression based on the relation between CVaR and mixed-quantile quadrangles

Golodnikov, Alex; Kuzmenko, Viktor; Uryasev, Stan - In: Journal of risk and financial management : JRFM 12 (2019) 3/107, pp. 1-22

A popular risk measure, conditional value-at-risk (CVaR), is called expected shortfall (ES) in financial applications. The research presented involved developing algorithms for the implementation of linear regression for estimating CVaR as a function of some factors. Such regression is called...

Persistent link: https://www.econbiz.de/10012025262