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Publication years (Num. hits)
1997-2003 (23) 2004-2005 (22) 2006 (17) 2007 (22) 2008 (22) 2009 (35) 2010 (18) 2011 (25) 2012 (24) 2013 (23) 2014 (22) 2015 (23) 2016 (23) 2017 (25) 2018 (39) 2019 (33) 2020 (51) 2021 (22) 2022 (30) 2023 (39) 2024 (10)
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article(343) book(1) incollection(8) inproceedings(194) phdthesis(2)
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Found 548 publication records. Showing 548 according to the selection in the facets
Hits ? Authors Title Venue Year Link Author keywords
61Sen Qin Log-optimal portfolio models with risk control of VaR and CVaR using genetic algorithms. Search on Bibsonomy GEC Summit The full citation details ... 2009 DBLP  DOI  BibTeX  RDF log-optimal portfolio model, genetic algorithm, value-at-risk, conditional value-at-risk, risk control
55Kapil Agrawal Building Efficient Frontier by CVaR minimization for Non-normal Asset Returns Using Copula Theory. Search on Bibsonomy CSE The full citation details ... 2008 DBLP  DOI  BibTeX  RDF Multivariate distribution, Multi-objective Evolutionary Algorithm, Portfolio Optimization, NSGA-II, Copula, Value-at-Risk, Conditional Value-at-Risk, Extreme Value Theory, conditional expectation
53Kaijian He, Chi Xie, Kin Keung Lai Estimation of Value-at-Risk for Exchange Risk Via Kernel Based Nonlinear Ensembled Multi Scale Model. Search on Bibsonomy ISNN (1) The full citation details ... 2008 DBLP  DOI  BibTeX  RDF Nonlinear ensemble, Support vector regression, Wavelet analysis, Principle component analysis, Value at risk
52Renata Mansini, Wlodzimierz Ogryczak, Maria Grazia Speranza Conditional value at risk and related linear programming models for portfolio optimization. Search on Bibsonomy Ann. Oper. Res. The full citation details ... 2007 DBLP  DOI  BibTeX  RDF Mean-risk models, Gini’s mean difference, Linear programming, Portfolio optimization, Conditional Value at Risk, Stochastic dominance
48Kunsoo Han, Robert J. Kauffman, Barrie R. Nault Innovator or Owner? Information Sharing, Incomplete Contracts and Governance in Financial Risk Management Systems. Search on Bibsonomy HICSS The full citation details ... 2004 DBLP  DOI  BibTeX  RDF financial risk management, interorganizational IS, information systems, information sharing, ownership, value-at-risk, Economic theory, incomplete contracts
46Rüdiger Schultz, Stephan Tiedemann Conditional Value-at-Risk in Stochastic Programs with Mixed-Integer Recourse. Search on Bibsonomy Math. Program. The full citation details ... 2006 DBLP  DOI  BibTeX  RDF Mean-risk models, Mixed-integer optimization, Stochastic programming, Conditional value-at-risk
42Honggang Xue, Chengxian Xu, Chunping Hu An Algorithm for Portfolio's Value at Risk Based on Principal Factor Analysis. Search on Bibsonomy AAIM The full citation details ... 2005 DBLP  DOI  BibTeX  RDF principal factor analysis, multicollinearity, principal component analysis, value at risk
36Stephen D. Kleban, Scott H. Clearwater Computation-at-Risk: Assessing Job Portfolio Management Risk on Clusters. Search on Bibsonomy IPDPS The full citation details ... 2004 DBLP  DOI  BibTeX  RDF
36R. Tyrrell Rockafellar, Stan Uryasev, Michael Zabarankin Generalized deviations in risk analysis. Search on Bibsonomy Finance Stochastics The full citation details ... 2006 DBLP  DOI  BibTeX  RDF deviation measures, coherent risk measures, Risk management, portfolio optimization, value-at-risk, convex analysis, conditional value-at-risk
35Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin Variance reduction techniques for value-at-risk with heavy-tailed risk factors. Search on Bibsonomy WSC The full citation details ... 2000 DBLP  DOI  BibTeX  RDF
35Gonul Uludag, Sima Uyar, Kerem Senel, Hasan Dag Comparison of Evolutionary Techniques for Value-at-Risk Calculation. Search on Bibsonomy EvoWorkshops The full citation details ... 2007 DBLP  DOI  BibTeX  RDF t-distribution, Genetic Algorithm, Evolutionary Algorithm, Maximum Likelihood Estimation, Monte Carlo Simulation, Evolutionary Strategies, Value-at-Risk
33Sona Kilianová, Georg Ch. Pflug Optimal pension fund management under multi-period risk minimization. Search on Bibsonomy Ann. Oper. Res. The full citation details ... 2009 DBLP  DOI  BibTeX  RDF Pension plan, Large-scale linear programming, Multi-period risk measure, Average value-at-risk
33Wolfram Wiesemann, Ronald Hochreiter, Daniel Kuhn 0001 A Stochastic Programming Approach for QoS-Aware Service Composition. Search on Bibsonomy CCGRID The full citation details ... 2008 DBLP  DOI  BibTeX  RDF Average Value-at-Risk, Quality of Service, Web Service Composition, Stochastic Programming
33Ronald Hochreiter, Georg Ch. Pflug, David Wozabal Multi-Stage Stochastic Electricity Portfolio Optimization in Liberalized Energy Markets. Search on Bibsonomy System Modelling and Optimization The full citation details ... 2005 DBLP  DOI  BibTeX  RDF Energy Markets, Optimal Electricity Portfolios, Average Value-at-Risk, Stochastic Optimization, Scenario Generation
32Grazyna Trzpiot, Alicja Ganczarek Value at Risk Using the Principal Components Analysis on the Polish Power Exchange. Search on Bibsonomy GfKl The full citation details ... 2005 DBLP  DOI  BibTeX  RDF
32Gordana Dmitrasinovic-Vidovic, Antony Ware Asymptotic behaviour of mean-quantile efficient portfolios. Search on Bibsonomy Finance Stochastics The full citation details ... 2006 DBLP  DOI  BibTeX  RDF JEL Classification G11, C61
30Hsio-Yi Lin, An-Pin Chen Application of dynamic financial time-series prediction on the interval Artificial Neural Network approach with Value-at-Risk model. Search on Bibsonomy IJCNN The full citation details ... 2008 DBLP  DOI  BibTeX  RDF
30Gang Lu, Fushuan Wen, Chi Yung Chung 0001, Kit Po Wong Conditional Value-at-Risk based mid-term generation operation planning in electricity market environment. Search on Bibsonomy IEEE Congress on Evolutionary Computation The full citation details ... 2007 DBLP  DOI  BibTeX  RDF
30Adam Krzemienowski Risk preference modeling with conditional average: an application to portfolio optimization. Search on Bibsonomy Ann. Oper. Res. The full citation details ... 2009 DBLP  DOI  BibTeX  RDF Quantile risk measures, Portfolio optimization, Preference modeling, Experimental analysis, Stochastic dominance
30He Qi-zhi Risk Measure of Shibor Based on VAR and EGARCH. Search on Bibsonomy CSSE (5) The full citation details ... 2008 DBLP  DOI  BibTeX  RDF
29Jin Peng, Shengguo Li Analysis of Different Versions of the Credibilistic Value at Risk. Search on Bibsonomy FSKD (6) The full citation details ... 2009 DBLP  DOI  BibTeX  RDF fuzzy risk analysis, credibilistic value at risk, fuzzy simulation, fuzzy variable, credibility theory
29Kaijian He, Chi Xie, Kin Keung Lai Estimating Real Estate Value-at-Risk Using Wavelet Denoising and Time Series Model. Search on Bibsonomy ICCS (2) The full citation details ... 2008 DBLP  DOI  BibTeX  RDF Real Estate Market, ARMA-GARCH Model, Wavelet Analysis, Value at Risk
29Rui Jorge Almeida, Uzay Kaymak Value-at-Risk Estimation with Fuzzy Histograms. Search on Bibsonomy HIS The full citation details ... 2008 DBLP  DOI  BibTeX  RDF Fuzzy Histograms, Back Testing, Risk Assessment, Value-at-Risk
28Marina Resta, Stefano Santini Robust Hedging of Electricity Retail Portfolios with CVaR Constraints. Search on Bibsonomy MCO The full citation details ... 2008 DBLP  DOI  BibTeX  RDF Supply Side, Energy Management, Robust Optimization, Conditional Value at Risk
27Zhi Huang, Perwez Shahabuddin New simulation methodology for risk analysis: rare-event, heavy-tailed simulations using hazard function transformations, with applications to value-at-risk. Search on Bibsonomy WSC The full citation details ... 2003 DBLP  DOI  BibTeX  RDF
26Lampros Kalyvas, Nikolaos Dritsakis, Costas Siriopoulos, Chris Grose Selecting Value-at-Risk methods according to their hidden characteristics. Search on Bibsonomy Oper. Res. The full citation details ... 2004 DBLP  DOI  BibTeX  RDF Traditional VaR methods, Historical Simulation, Basel Committee, Back Testing
26Min Jiang, Zhiqing Meng, Qiying Hu A Neural Network Model on Solving Multiobjective Conditional Value-at-Risk. Search on Bibsonomy ISNN (2) The full citation details ... 2004 DBLP  DOI  BibTeX  RDF CVaR, Pareto efficient solutions, Loss functions, Credit risk
25Zhen Cao, Zhi Guan, Zhong Chen 0001, Jian-bin Hu, Liyong Tang An Economical Model for the Risk Evaluation of DoS Vulnerabilities in Cryptography Protocols. Search on Bibsonomy ISPEC The full citation details ... 2007 DBLP  DOI  BibTeX  RDF
24Richard Gerlach, Cathy W. S. Chen Bayesian inference and model comparison for asymmetric smooth transition heteroskedastic models. Search on Bibsonomy Stat. Comput. The full citation details ... 2008 DBLP  DOI  BibTeX  RDF Mixture normal, Posterior model probability, Asymmetric volatility model, Smooth transition, Value-at-Risk, Markov chain Monte Carlo method
24Nilay Noyan, Andrzej Ruszczynski Valid inequalities and restrictions for stochastic programming problems with first order stochastic dominance constraints. Search on Bibsonomy Math. Program. The full citation details ... 2008 DBLP  DOI  BibTeX  RDF Disjunctive cuts, Stochastic programming, Valid inequalities, Conditional value at risk, Stochastic dominance
24Ben De Prisco, Ian Iscoe, Alexander Y. Kreinin, Ahmed Nagi A semi-analytical method for VaR and credit exposure analysis. Search on Bibsonomy Ann. Oper. Res. The full citation details ... 2007 DBLP  DOI  BibTeX  RDF Portfolio distribution, Credit exposure, Portfolio compression, Large deviations, Value-at-Risk
24Matthew Dixon, Jike Chong, Kurt Keutzer Acceleration of market value-at-risk estimation. Search on Bibsonomy SC-WHPCF The full citation details ... 2009 DBLP  DOI  BibTeX  RDF
23Philippe Artzner, Freddy Delbaen, Jean-Marc Eber, David Heath, Hyejin Ku Coherent multiperiod risk adjusted values and Bellman's principle. Search on Bibsonomy Ann. Oper. Res. The full citation details ... 2007 DBLP  DOI  BibTeX  RDF Bellman’s principle, Capital requirement, Risk-adjusted values, Stability by pasting, Time consistency, Coherence
22Marc Rigter, Paul Duckworth, Bruno Lacerda, Nick Hawes Lexicographic Optimisation of Conditional Value at Risk and Expected Value for Risk-Averse Planning in MDPs. Search on Bibsonomy CoRR The full citation details ... 2021 DBLP  BibTeX  RDF
22Rashed Khanjani Shiraz, Madjid Tavana, Hirofumi Fukuyama A random-fuzzy portfolio selection DEA model using value-at-risk and conditional value-at-risk. Search on Bibsonomy Soft Comput. The full citation details ... 2020 DBLP  DOI  BibTeX  RDF
22Adam J. Hepworth, Michael P. Atkinson, Roberto Szechtman A sequential elimination approach to value-at-risk and conditional value-at-risk selection. Search on Bibsonomy WSC The full citation details ... 2017 DBLP  DOI  BibTeX  RDF
22Michael Benguigui Valorisation d'options américaines et Value At Risk de portefeuille sur cluster de GPUs/CPUs hétérogène. (American option pricing and computation of the portfolio Value at risk on heterogeneous GPU-CPU cluster). Search on Bibsonomy 2015   RDF
22L. Jeff Hong, Zhaolin Hu, Liwei Zhang Conditional Value-at-Risk Approximation to Value-at-Risk Constrained Programs: A Remedy via Monte Carlo. Search on Bibsonomy INFORMS J. Comput. The full citation details ... 2014 DBLP  DOI  BibTeX  RDF
22L. Jeff Hong, Zhaolin Hu, Guangwu Liu Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk: A Review. Search on Bibsonomy ACM Trans. Model. Comput. Simul. The full citation details ... 2014 DBLP  DOI  BibTeX  RDF
22So Yeon Chun, Alexander Shapiro 0001, Stan Uryasev Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics. Search on Bibsonomy Oper. Res. The full citation details ... 2012 DBLP  DOI  BibTeX  RDF
22Rainer Göb Estimating value at risk and conditional value at risk for count variables. Search on Bibsonomy Qual. Reliab. Eng. Int. The full citation details ... 2011 DBLP  DOI  BibTeX  RDF
22L. Jeff Hong, Guangwu Liu Monte Carlo estimation of value-at-risk, conditional value-at-risk and their sensitivities. Search on Bibsonomy WSC The full citation details ... 2011 DBLP  DOI  BibTeX  RDF
22Lihua Sun, L. Jeff Hong Asymptotic representations for importance-sampling estimators of value-at-risk and conditional value-at-risk. Search on Bibsonomy Oper. Res. Lett. The full citation details ... 2010 DBLP  DOI  BibTeX  RDF
22Lihua Sun, L. Jeff Hong A General Framework of Importance Sampling for Value-at-risk and Conditional Value-at-risk. Search on Bibsonomy WSC The full citation details ... 2009 DBLP  DOI  BibTeX  RDF
22Roberto Casarin, Chia-Lin Chang, Juan-Angel Jimenez-Martin, Michael McAleer, Teodosio Pérez-Amaral Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures. Search on Bibsonomy Math. Comput. Simul. The full citation details ... 2013 DBLP  DOI  BibTeX  RDF
22Monica Tirea, Viorel Negru Managing Risk Behavior on an Evolutionary Market - A Risk Limits and Value-at-Risk Measures Approach. Search on Bibsonomy SYNASC The full citation details ... 2013 DBLP  DOI  BibTeX  RDF
22Min Jiang, Qiying Hu, Zhiqing Meng A Method on Solving Multiobjective Conditional Value-at-Risk. Search on Bibsonomy International Conference on Computational Science The full citation details ... 2004 DBLP  DOI  BibTeX  RDF CVaR, Pareto efficient solutions, Loss functions, Credit risk
22Soumyadip Ghosh A rate result for simulation optimization with conditional value-at-risk constraints. Search on Bibsonomy WSC The full citation details ... 2008 DBLP  DOI  BibTeX  RDF
21Soumyadip Ghosh, Sandeep Juneja 0001 Computing worst-case tail probabilities in credit risk. Search on Bibsonomy WSC The full citation details ... 2006 DBLP  DOI  BibTeX  RDF
19Ronald Hochreiter Evolutionary Stochastic Portfolio Optimization. Search on Bibsonomy Natural Computing in Computational Finance The full citation details ... 2008 DBLP  DOI  BibTeX  RDF
19Jörn Dunkel, Stefan Weber 0005 Efficient Monte Carlo methods for convex risk measures in portfolio credit risk models. Search on Bibsonomy WSC The full citation details ... 2007 DBLP  DOI  BibTeX  RDF
19Hai Lan, Barry L. Nelson, Jeremy Staum A confidence interval for tail conditional expectation via two-level simulation. Search on Bibsonomy WSC The full citation details ... 2007 DBLP  DOI  BibTeX  RDF
19Dashan Huang, Baimin Yu, Lean Yu, Frank J. Fabozzi, Masao Fukushima An Improved CAViaR Model for Oil Price Risk. Search on Bibsonomy International Conference on Computational Science (3) The full citation details ... 2007 DBLP  DOI  BibTeX  RDF CAViaR, oil price risk, exponentially weighted moving average
19Michael B. Gordy, Sandeep Juneja 0001 Efficient simulation for risk measurement in portfolio of CDOS. Search on Bibsonomy WSC The full citation details ... 2006 DBLP  DOI  BibTeX  RDF
19Virgilijus Sakalauskas, Dalia Kriksciuniene Short-Term Investment Risk Measurement Using VaR and CVaR. Search on Bibsonomy International Conference on Computational Science (4) The full citation details ... 2006 DBLP  DOI  BibTeX  RDF
18Yuri M. Ermoliev Two-Stage Stochastic Programming: Quasigradient Method. Search on Bibsonomy Encyclopedia of Optimization The full citation details ... 2009 DBLP  DOI  BibTeX  RDF Two-stage stochastic programming problem, Dynamic two-stage stochastic programming problem, Safety constraints, Anticipation, Stochastic decomposition, Conditional-value-at-risk, Learning and adaptation
18Gaetano Iaquinta, Fabio Lamantia, Ivar Massabò, Sergio Ortobelli Lozza Moment based approaches to value the risk of contingent claim portfolios. Search on Bibsonomy Ann. Oper. Res. The full citation details ... 2009 DBLP  DOI  BibTeX  RDF Contingent claims, Delta-gamma approximation, Distributional moments, Asymmetry, Value at Risk, Heavy tails
18Vladimir Boginski, Clayton W. Commander, Timofey Turko Polynomial-time identification of robust network flows under uncertain arc failures. Search on Bibsonomy Optim. Lett. The full citation details ... 2009 DBLP  DOI  BibTeX  RDF Minimum Cost Flow problems, Quantitative risk measures, Linear programming, Network flows, Robust optimization, Conditional Value-at-Risk
18Kaijian He, Kin Keung Lai, Sy-Ming Guu, Jinlong Zhang A Wavelet Based Multi Scale VaR Model for Agricultural Market. Search on Bibsonomy MCO The full citation details ... 2008 DBLP  DOI  BibTeX  RDF financial, wavelets and fractals, risk management, time series analysis, Value at Risk
18Jason Cong, John Lee 0002, Lieven Vandenberghe Robust gate sizing via mean excess delay minimization. Search on Bibsonomy ISPD The full citation details ... 2008 DBLP  DOI  BibTeX  RDF robust gate sizing, process variation, geometric programming, conditional value-at-risk
18Turan G. Bali, Panayiotis Theodossiou A conditional-SGT-VaR approach with alternative GARCH models. Search on Bibsonomy Ann. Oper. Res. The full citation details ... 2007 DBLP  DOI  BibTeX  RDF GARCH models, Skewed generalized t distribution, Expected shortfall, Conditional value at risk
18Kin Keung Lai, Kaijian He, Jerome Yen Modeling VaR in Crude Oil Market: A Multi Scale Nonlinear Ensemble Approach Incorporating Wavelet Analysis and ANN. Search on Bibsonomy International Conference on Computational Science (1) The full citation details ... 2007 DBLP  DOI  BibTeX  RDF Nonlinear Ensemble Algorithm, Artificial Neural Network, Wavelet Analysis, Value at Risk
18Ingo Oesterreicher, Andreas Mitschele, Frank Schlottmann, Detlef Seese Comparison of multi-objective evolutionary algorithms in optimizing combinations of reinsurance contracts. Search on Bibsonomy GECCO The full citation details ... 2006 DBLP  DOI  BibTeX  RDF mean-variance-criterion, optimal reinsurance, multi-objective evolutionary algorithm, value-at-risk
17Yan-Kui Liu, Zhi-Qiang Liu, Ying Liu 0016 Fuzzy Optimization Problems with Critical Value-at-Risk Criteria. Search on Bibsonomy ISNN (2) The full citation details ... 2007 DBLP  DOI  BibTeX  RDF
17Virgilijus Sakalauskas, Dalia Kriksciuniene Evaluation of Value-at-Risk for short term investment by using Cornish-Fisher expansion. Search on Bibsonomy ISDA (1) The full citation details ... 2006 DBLP  DOI  BibTeX  RDF
17Xiaodao Wu, Yanfeng Sun, Yanchun Liang 0001 A Quantile-Data Mapping Model for Value-at-Risk Based on BP and Support Vector Regression. Search on Bibsonomy WINE The full citation details ... 2005 DBLP  DOI  BibTeX  RDF
17Rania Jammazi, Duc Khuong Nguyen Estimating and forecasting portfolio's Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates. Search on Bibsonomy J. Oper. Res. Soc. The full citation details ... 2017 DBLP  DOI  BibTeX  RDF
17Julia Schaumburg Predicting extreme value at risk: Nonparametric quantile regression with refinements from extreme value theory. Search on Bibsonomy Comput. Stat. Data Anal. The full citation details ... 2012 DBLP  DOI  BibTeX  RDF
17Ping-Chen Lin, Po-Chang Ko Portfolio value-at-risk forecasting with GA-based extreme value theory. Search on Bibsonomy Expert Syst. Appl. The full citation details ... 2009 DBLP  DOI  BibTeX  RDF
16Lifen Jia A New Coherent Risk Measure of Entropic Value at Risk for Uncertain Systems. Search on Bibsonomy J. Uncertain Syst. The full citation details ... 2024 DBLP  DOI  BibTeX  RDF
16Abroon Qazi, Mecit Can Emre Simsekler, Steven Formaneck Supply chain risk network value at risk assessment using Bayesian belief networks and Monte Carlo simulation. Search on Bibsonomy Ann. Oper. Res. The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
16Liao Wang, David D. Yao Production Planning with Risk Hedging Under a Conditional Value at Risk Objective. Search on Bibsonomy Oper. Res. The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
16Margaret P. Chapman, Michael Fauß, Kevin M. Smith On Optimizing the Conditional Value-at-Risk of a Maximum Cost for Risk-Averse Safety Analysis. Search on Bibsonomy IEEE Trans. Autom. Control. The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
16Masako Kishida, Masaaki Nagahara Risk-Aware Maximum Hands-Off Control Using Worst-Case Conditional Value-at-Risk. Search on Bibsonomy IEEE Trans. Autom. Control. The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
16Masako Kishida, Ahmet Cetinkaya Risk-Aware Linear Quadratic Control Using Conditional Value-at-Risk. Search on Bibsonomy IEEE Trans. Autom. Control. The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
16Kevin M. Smith, Margaret P. Chapman On Exponential Utility and Conditional Value-at-Risk as Risk-Averse Performance Criteria. Search on Bibsonomy IEEE Trans. Control. Syst. Technol. The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
16Najmesadat Nazemi, Sophie N. Parragh, Walter J. Gutjahr Bi-objective risk-averse facility location using a subset-based representation of the conditional value-at-risk. Search on Bibsonomy CoRR The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
16Chien-Shuo Wu, Shiou-Chi Li, Jen-Wei Huang Predicting Value-at-Risk with Risk-aware Mutual Attention Mechanism. Search on Bibsonomy ICDM (Workshops) The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
16Ji Yin, Zhiyuan Zhang 0007, Panagiotis Tsiotras Risk-Aware Model Predictive Path Integral Control Using Conditional Value-at-Risk. Search on Bibsonomy ICRA The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
16Andre Nuñez, Felix H. Kong, Alberto González-Cantos, Robert Fitch Risk-Aware Stochastic Ship Routing Using Conditional Value-at-Risk. Search on Bibsonomy IROS The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
16Xuru Yang, Han Gao, Pingping Zhu, Chang Liu Risk-Aware Motion Planning for Very-Large-Scale Robotics Systems Using Conditional Value-at-Risk. Search on Bibsonomy ICIRA (7) The full citation details ... 2023 DBLP  DOI  BibTeX  RDF
16José Almeida 0002, João P. Soares, Fernando Lezama, Zita A. Vale Robust Energy Resource Management Incorporating Risk Analysis Using Conditional Value-at-Risk. Search on Bibsonomy IEEE Access The full citation details ... 2022 DBLP  DOI  BibTeX  RDF
16Hamidreza Arian, Mehrdad Moghimi, Ehsan Tabatabaei, Shiva Zamani Encoded Value-at-Risk: A machine learning approach for portfolio risk measurement. Search on Bibsonomy Math. Comput. Simul. The full citation details ... 2022 DBLP  DOI  BibTeX  RDF
16Margaret P. Chapman, Riccardo Bonalli, Kevin M. Smith, Insoon Yang, Marco Pavone 0001, Claire J. Tomlin Risk-Sensitive Safety Analysis Using Conditional Value-at-Risk. Search on Bibsonomy IEEE Trans. Autom. Control. The full citation details ... 2022 DBLP  DOI  BibTeX  RDF
16Ji Yin, Zhiyuan Zhang 0007, Panagiotis Tsiotras Risk-Aware Model Predictive Path Integral Control Using Conditional Value-at-Risk. Search on Bibsonomy CoRR The full citation details ... 2022 DBLP  DOI  BibTeX  RDF
16Masako Kishida Risk-Aware Event- and Self-Triggered Controls by Worst-Case Conditional Value-at-Risk. Search on Bibsonomy CDC The full citation details ... 2022 DBLP  DOI  BibTeX  RDF
16Najmesadat Nazemi, Sophie N. Parragh, Walter J. Gutjahr Bi-objective Risk-averse Facility Location using a Subset-based Representation of the Conditional Value-at-Risk. Search on Bibsonomy ICORES The full citation details ... 2022 DBLP  DOI  BibTeX  RDF
16Bony Parulian Josaphat, Moch Fandi Ansori, Khreshna Syuhada On Optimization of Copula-Based Extended Tail Value-at-Risk and its Application in Energy Risk. Search on Bibsonomy IEEE Access The full citation details ... 2021 DBLP  DOI  BibTeX  RDF
16Dilan Ahmed, Fazlollah Soleymani, Malik Zaka Ullah, Hataw Hasan Managing the risk based on entropic value-at-risk under a normal-Rayleigh distribution. Search on Bibsonomy Appl. Math. Comput. The full citation details ... 2021 DBLP  DOI  BibTeX  RDF
16Margaret P. Chapman, Riccardo Bonalli, Kevin M. Smith, Insoon Yang, Marco Pavone 0001, Claire J. Tomlin Risk-sensitive safety analysis using Conditional Value-at-Risk. Search on Bibsonomy CoRR The full citation details ... 2021 DBLP  BibTeX  RDF
16Kevin M. Smith, Margaret P. Chapman On Exponential Utility and Conditional Value-at-Risk as Risk-Averse Performance Criteria. Search on Bibsonomy CoRR The full citation details ... 2021 DBLP  BibTeX  RDF
16Anushri Dixit, Mohamadreza Ahmadi, Joel W. Burdick Risk-Sensitive Motion Planning using Entropic Value-at-Risk. Search on Bibsonomy ECC The full citation details ... 2021 DBLP  DOI  BibTeX  RDF
16Vijaya Dixit, Manoj Kumar Tiwari Project portfolio selection and scheduling optimization based on risk measure: a conditional value at risk approach. Search on Bibsonomy Ann. Oper. Res. The full citation details ... 2020 DBLP  DOI  BibTeX  RDF
16Anushri Dixit, Mohamadreza Ahmadi, Joel W. Burdick Risk-Sensitive Motion Planning using Entropic Value-at-Risk. Search on Bibsonomy CoRR The full citation details ... 2020 DBLP  BibTeX  RDF
16Hamidreza Arian, Mehrdad Moghimi, Ehsan Tabatabaei, Shiva Zamani Encoded Value-at-Risk: A Predictive Machine for Financial Risk Management. Search on Bibsonomy CoRR The full citation details ... 2020 DBLP  BibTeX  RDF
16A. Yu. Golubin, V. N. Gridin Optimal Insurance Strategy Design in a Risk Process under Value-at-Risk Constraints on Capital Increments. Search on Bibsonomy Autom. Remote. Control. The full citation details ... 2020 DBLP  DOI  BibTeX  RDF
16E. Ruben van Beesten, Ward Romeijnders Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk. Search on Bibsonomy Math. Program. The full citation details ... 2020 DBLP  DOI  BibTeX  RDF
16Liu Su, Changhyun Kwon Risk-Averse Network Design with Behavioral Conditional Value-at-Risk for Hazardous Materials Transportation. Search on Bibsonomy Transp. Sci. The full citation details ... 2020 DBLP  DOI  BibTeX  RDF
16Guangli Yang, Chao Wang, Wenmin Kuang Debt Risk Research on PPP Model Based on VAR (Value at Risk) Model. Search on Bibsonomy SimuTools (1) The full citation details ... 2020 DBLP  DOI  BibTeX  RDF
16Bangzhu Zhu, Shunxin Ye, Kaijian He, Julien Chevallier, Rui Xie 0004 Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach. Search on Bibsonomy Ann. Oper. Res. The full citation details ... 2019 DBLP  DOI  BibTeX  RDF
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