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Marktrisiken : Portfoliotheorie und Risikomaße
Kremer, Jürgen - 2018
Persistent link: https://www.econbiz.de/10011772607
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Marktrisiken : Portfoliotheorie und Risikomaße
Kremer, Jürgen - 2018
Portfoliotheorie -- Arbitragefreie Ein-Perioden-Modelle und CAPM -- Value at Risk -- Kohärente Risikomaße und der Expected Shortfall -- Lösungen der Übungsaufgaben -- Index -- Literaturverzeichnis.
Persistent link: https://www.econbiz.de/10014018592
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Integrated cost-schedule risk analysis
Hulett, David T. - 2011
Persistent link: https://www.econbiz.de/10013500211
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On dynamic coherent and convex risk measures : risk optimal behavior and information gains
Engelage, Daniel (contributor) - 2009
Persistent link: https://www.econbiz.de/10003872175
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A distributionally robust joint chance constrained optimization model for the dynamic network design problem under demand uncertainty
Sun, Hua; Gao, Ziyou; Szeto, Wai Yuen; Long, Jiancheng; … - In: Networks and spatial economics : a journal of … 14 (2014) 3/4, pp. 409-433
Persistent link: https://www.econbiz.de/10011308772
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A novel job search problem in hybrid uncertain environment
Wang, Guoli; Tang, Wansheng; Zhao, Ruiqing - In: Fuzzy optimization and decision making : a journal of … 12 (2013) 3, pp. 249-261
Persistent link: https://www.econbiz.de/10010232692
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Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk
Rockafellar, Ralph Tyrrell; Royst, Johannes O.; … - In: European journal of operational research : EJOR 234 (2014) 1, pp. 140-154
Persistent link: https://www.econbiz.de/10010247347
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Model uncertainty in risk capital measurement
Bignozzi, Valeria; Tsanakas, Andreas - In: Journal of risk 18 (2015/2016) 3, pp. 1-24
Persistent link: https://www.econbiz.de/10011439043
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Robust optimisation for risk-averse multi-period inventory decision with partial demand distribution information
Qiu, Rouzhen; Shang, Jennifer - In: International journal of production research 52 (2014) 24, pp. 7472-7495
Persistent link: https://www.econbiz.de/10010474513
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Robust portfolio choice with CVaR and VaR under distribution and mean return ambiguity
Paç, A. Burak; Pınar, Mustafa Ç. - In: Top : transactions in operations research 22 (2014) 3, pp. 875-891
Persistent link: https://www.econbiz.de/10010437113