The following pages link to Stress testing for VaR and CVaR (Q5423193):
Displaying 15 items.
- Approximation and contamination bounds for probabilistic programs (Q1931626) (← links)
- Robustness in stochastic programs with risk constraints (Q1931644) (← links)
- Postoptimality for mean-risk stochastic mixed-integer programs and its application (Q1935908) (← links)
- Robustness of stochastic programs with endogenous randomness via contamination (Q2103025) (← links)
- Decision-based scenario clustering for decision-making under uncertainty (Q2171324) (← links)
- Testing the structure of multistage stochastic programs (Q2271798) (← links)
- Correlation stress testing for value-at-risk: an unconstrained convex optimization approach (Q2379691) (← links)
- Robustness of optimal portfolios under risk and stochastic dominance constraints (Q2514714) (← links)
- Structure of risk-averse multistage stochastic programs (Q2516634) (← links)
- (Q3585635) (← links)
- (Q5011443) (← links)
- Stress testing correlation matrix: a maximum empirical likelihood approach (Q5222510) (← links)
- (Q5324635) (← links)
- Quantitative reverse stress testing, bottom up (Q6101078) (← links)
- Computation of VaR for portfolios in intensity models (Q6579756) (← links)
