Determining Systemic Risk of Banks, Financial Services, and Insurance Firms of Pakistan by Shumaila Zeb, Abdul Rashid

Subjects: Get full text

On Partial Stochastic Comparisons Based on Tail Values at Risk by Alfonso J. Bello, Julio Mulero, Miguel A. Sordo, Alfonso Suárez-Llorens

Subjects: “…value at risk…”
Get full text

Cyber Risk Quantification: Investigating the Role of Cyber Value at Risk by Albina Orlando

Subjects: Get full text

Incorporating stand level risk management options into forest decision support systems by Kyle Eyvindson, Rami Saad, Ljusk Ola Eriksson

Subjects: Get full text

Classification of methods for risk measures VaR and CVaR calculation and estimation by Nataliia G. Zrazhevska, A. G. Zrazhevsky

Subjects: Get full text

Individual Investors’ Attention to Left Tail Risk by Mahshid Shahrzadi, Daryoosh Forooghi

Subjects: “…value at risk…”
Get full text

Deep learning of value at risk through generative neural network models: The case of the Variational auto encoder by Pierre Brugière, Gabriel Turinici

Subjects: “…Deep Generative Value at Risk…”
Get full text

MENAKSIR VALUE AT RISK (VAR) PORTOFOLIO PADA INDEKS SAHAM DENGAN METODE PENDUGA VOLATILITAS GARCH by INTAN AWYA WAHARIKA, KOMANG DHARMAWAN, NI MADE ASIH

Subjects: “…Value at Risk…”
Get full text

Duration and Labor Resource Optimization for Construction Projects—A Conditional-Value-at-Risk-Based Analysis by Fan Ding, Min Liu, Simon M. Hsiang, Peng Hu, Yuxiang Zhang, Kewang Jiang

Subjects: Get full text

The Truncated Lomax-exponential distribution and its fitting to financial data by Shohreh Enamiaraghi

Subjects: Get full text

Risk assessment of microgrid aggregators considering demand response and uncertain renewable energy sources by Tirthadip Ghose, Harsh Wardhan Pandey, Kumar Raja Gadham

Subjects: Get full text

Value at Risk dan Tail Value at Risk dari Peubah Acak Besarnya Kerugian yang Menyebar Alpha Power Pareto by Ruhiyat Ruhiyat, Berlian Setiawaty, Muwafiqo Zamzami Dhuha

Subjects: Get full text

Exploring Entropy-Based Portfolio Strategies: Empirical Analysis and Cryptocurrency Impact by Nicolò Giunta, Giuseppe Orlando, Alessandra Carleo, Jacopo Maria Ricci

Subjects: Get full text

Energy risk measurement and hedging analysis by nonparametric conditional value at risk model by Ling Li, Guopeng Hu

Subjects: Get full text

Optimal Reinsurance under the Linear Combination of Risk Measures in the Presence of Reinsurance Loss Limit by Qian Xiong, Zuoxiang Peng, Saralees Nadarajah

Subjects: Get full text

Modelo de valoración de riesgo financiero en la gestión de contratos de suministro de energía eléctrica by Mónica Sánchez, Carlos A. Lozano, Diego Manotas

Subjects: “…value at risk (VaR)…”
Get full text

Predicting Returns, Volatilities and Correlations of Stock Indices Using Multivariate Conditional Autoregressive Range and Return Models by Shay Kee Tan, Kok Haur Ng, Jennifer So-Kuen Chan

Subjects: Get full text

Optimal reinsurance designs based on risk measures: a review by Jun Cai, Yichun Chi

Subjects: “…value-at-risk…”
Get full text

On the factors of Bitcoin’s value at risk by Ji Ho Kwon

Subjects: Get full text

Retornos e riscos na comercialização de milho no Estado do Paraná: uma aplicação do modelo value-at-risk by Edison Luiz Leismann, Danilo R. D. Aguiar, João Eustáquio de Lima

Subjects: Get full text