Search results with tag "V alue at risk"

Optimization of Conditional V alue-at-Risk

Optimization of Conditional V alue-at-Risk R. T yrrell Ro c k afellar 1 and Stanisla v Ury asev 2 A new approac h to optimizing or hedging a p ortfolio of nancial instrumen

  Risks, Optimization, Eula, V alue at risk