Pages that link to "Item:Q313597"
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The following pages link to VaR as the CVaR sensitivity: applications in risk optimization (Q313597):
Displaying 12 items.
- CVaR minimization by the SRA algorithm (Q300852) (← links)
- CVaR norm and applications in optimization (Q476266) (← links)
- Differential equations connecting VaR and CVaR (Q2012604) (← links)
- Varying confidence levels for CVaR risk measures and minimax limits (Q2297651) (← links)
- On the uncertainty of VaR of individual risk (Q2332768) (← links)
- Sensitivity of portfolio VaR and CVaR to portfolio return characteristics (Q2393347) (← links)
- CVaR proxies for minimizing scenario-based value-at-risk (Q2438424) (← links)
- Introduction to the theory of probabilistic functions and percentiles (value-at-risk) (Q2724690) (← links)
- Some remarks on the value-at-risk and the conditional value-at-risk (Q2724706) (← links)
- Conditional value-at-risk: optimization approach (Q2752044) (← links)
- Simulating Sensitivities of Conditional Value at Risk (Q3117797) (← links)
- (Q5490711) (← links)