Font Size: a A A
Keyword [Value-at-Risk]
Result: 21 - 40 | Page: 2 of 6
21. A Smoothing Method For Solving Model Under WCVarR
22. The Application Of CAVG Model In The Exchange Rate Risk Measurement
23. Asymptotic Behavior Of Extremal Events For Aggregate Dependent Risks
24. Research On Routing Optimization Problem In4PL With Different Distribution Requirement
25. Empirical Study Of Conditional VaR Based On The Lag And Dull Variable Quantile Regression Model
26. Adjusted Empirical Likelihood For VaR And ES
27. A New Class Of Models For Stochastic Complementarity Problems
28. WCVaR-based Formulation For Stochastic Variational Inequality Problems
29. Mixed Copula Function And Its Application In Finantial Analysis
30. The Application Studies On The CVaR-EVT Model Of Financial Extreme Risk Management
31. The Convergence Of Conditional Value-at-risk
32. Sudden Large Fault Self-organization Critical State Risk Measurement And Early Warning Research
33. Bootstrap Methods And Their Applications
34. Barzilai-Borwein Methods For The Maximal Eigenvalue Problem Of High Dimensional Symmetric Matrices And The Numerical Method For The Two-stage Optimization Of Risk Profit
35. Numerical Calculation Of Multi-period Optimal Inventory Model With Conditional Value At Risk Constraints
36. Expected Utility-Risk Molds For Portfolio Selection Under Uncertainty
37. Probability Inequalities For ρ Mixing Sequence And The Estimating Of VaR
38. Nonlinear Conjugate Gradient Method And Robust Optimal Portfolio
39. The Algorithms Of Mixed Integer Nonlinear Programming And The Applications Of Multistage Stochastic Programs
40. Conditional Value-at-Risk Model For Solving Stochastic Second-order-cone Complementarity Problems And Their Convergence Results
  <<First  <Prev  Next>  Last>>  Jump to