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Results for Conditional value-at-risk
Publications & Outputs
Newsvendor conditional value-at-risk minimisation: A feature-based approach under adaptive data selection
Liu, C.
&
Zhu, W.
,
1/03/2024
,
In:
European Journal of Operational Research.
313
,
2
,
p. 548-564
17 p.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review
A confidence interval procedure for expected shortfall risk measurement via two-level simulation
Lan, H.
,
Nelson, B. L.
&
Staum, J.
,
09/2010
,
In:
Operations Research.
58
,
5
,
p. 1481-1490
10 p.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review
Stability analysis of portfolio management with conditional value-at-risk
Kaut, M.
,
Vladimirou, H.
,
Wallace, S. W.
&
Zenios, S.
,
2007
,
In:
Quantitative Finance.
7
,
4
,
p. 397-409
13 p.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review