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Applications of Stochastic Programming - Google Books
books.google.de
Consisting of two parts, this book presents papers describing publicly available stochastic programming systems that are operational. It presents a diverse...
Backtesting Value at Risk and Expected Shortfall - Simona Roccioletti...
books.google.de
[1] C. Acerbi. Spectral measures of risk: a coherent representation of subjective risk aversion. Journal of Banking Finance, 26(17), March [2] C. Acerbi and ...
Erneuerte vaterländische Blätter für den österreichischen...
books.google.fr
Wochenblatt für Steyermark, wird wöchentlich 3 Mahl der Grätzer-Zeitung
beygelegt. (Redigirt von Kollmann.) - Bibliotheca italiana ossic Giornale di
letteratura, scienze ed arti, compilato di vajletterati (dis. d. C. Acerbi) (4. anno) gr Milauo. 12 sl.
CreditRisk+ in the Banking Industry - Google Books
books.google.de
CreditRisk+ is an important and widely implemented default-mode model of portfolio credit risk, based on a methodology borrowed from actuarial mathematics....
Dokumente zum Namen
Optimization in Central Bank's Foreign Reserve Managementwww.revista-eea.net › documentos
www.revista-eea.net
C. ACERBI and D. TASCHE, Expected Shortfall: a Natural Coherent. Alternative to Value at Risk, www.gloriamundi.org (2001). P. ARTZNER, F. DELBAEN, ...
Phys. Rev. D 49, (1994) - Renormalization of gauge-invariant...
journals.aps.org
Renormalization of gauge-invariant composite operators in the light-cone gauge. C. Acerbi and A. Bassetto. Phys. Rev. D 49, – Published ...
Wissenschaftliche Veröffentlichungen
An optimal three-way stable and monotonic spectrum of bounds on...
mpra.ub.uni-muenchen.de
[2] C. Acerbi and D. Tasche. Expected shortfall: a natural coherent alternative to value at risk. Economic Notes, 31: , [3] P. Artzner ...
Optimal capital allocation principles Munich Personal RePEc Archive
mpra.ub.uni-muenchen.de
aversion. Journal of Banking and Finance, 26(7):1505–1518, C. Acerbi
and D. Tasche. On the coherence of expected shortfall. Journal of Banking and
Finance, 26(7):1487–1503, P. Artzner, F. Delbaen, J.-M. Eber, ...
Veröffentlichungen allgemein
A New Method for Setting Futures Portfolios’ Maintenance Margins:...
www.hindawi.com
View at Google Scholar; C. Acerbi, “Spectral measures of risk: a coherent representation of subjective risk aversion,” Journal of Banking and ...
Optimization of expected shortfall on convex sets | SpringerLink
link.springer.com
In this article, we prove that the minimization problem of the expected shortfall over a convex but not necessarily closed set of financial positions $ \ma
Continuous Time Portfolio Selection under Conditional Capital at Risk
www.hindawi.com
Portfolio optimization with respect to different risk measures is of interest to both practitioners and academics. For there to be a well-defined optimal...
Risk Measurement with Spectral Capital Allocation | SpringerLink
link.springer.com
Spectral risk measures provide the framework to formulate the risk aversion of a firm specifically for each quantile of the loss distribution of a portfolio....
Artikel & Meinungen
Wikipedia: Expected shortfall - Wikipedia
risk C. Acerbi and D. Tasche: On the Coherence of Expected Shortfall, Rockafellar, Uryasev: Conditional Value-at-Risk for general loss distributions, ...
The coming wave of fund liquidity risk regulation - MSCI
www.msci.com
For example, see Finger, C. and C. Acerbi. (2010). “The Value of Liquidity: Can It Be Measured?” MSCI Working Paper. 2 The three IOSCO ...
Sonstiges
Recensione a: C. Acerbi, M. Rizzo, Pedagogia dell’oratorio. Criticità...
annali.unife.it
Recensione a: C. Acerbi, M. Rizzo, Pedagogia dell'oratorio. Criticità e prospettive educative, Milano, FrancoAngeli, 2016, pp. 198, € (di Matilde Pozzo)
Acerbi C. - Via Barrili Anton Giulio Genova (GE)
www.paginebianche.it
ACERBI C. - Via Barrili Anton Giulio Genova (GE) : visualizza indirizzo, numero di telefono, CAP, mappa, indicazioni stradali e altre ...
C. Acerbi, C. Nordio, and C. Sirtori. Expected shortfall as a tool...
docplayer.net
financial risk management. Arxiv preprint cond-mat/ , S. Ahmed, M. Tawarmalani,
...
Le più belle fiabe italiane: Amazon.it: Italo Calvino, C. Acerbi:...
www.pinterest.de
infelici. Non è in queste due specie che ha senso dividere le città, ma in altre due
: ...
CVaR proxies for minimizing scenario-based Value-at-Riskwww.aimsciences.org › article › doi
www.aimsciences.org
C. Acerbi and D. Tasche, Expected Shortfall: A natural coherent alternative to Value at Risk,, Economic Notes, 31 (2002), doi:
Advanced Methods of Risk Management — University of...
www.unibo.it
C. Acerbi, Coherent Representations of Subjective Risk Aversion, ch. 10 in G. Szego (ed), Risk Measures for the 21th Century, Wiley Finance Series,
BiblioDb
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Hide details for Acerbi, C. Acerbi, C. Acerbi, C. - Nordio, C. - Sirtori, C. (2001) L'expected shortfall come strumento per la misurazione dei rischi finanziari;
Improved Estimator of the Conditional Tail Expectation in the case of...
www.iapress.org
C. Acerbi and D. Tasche. Expected shortfall: a natural coherent alternative to value at risk. Economic notes, 31(2):379–388, C. Acerbi and ...
Télécharger - Archive ouverte HAL
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management, C. Acerbi and D. Tasche, On the coherence of expected ...
La-phase-de-modélisation, Cette phase est le moment où les données ...
hal.inria.fr
C. Acerbi and D. Tasche, Expected Shortfall: A Natural Coherent Alternative to Value at Risk, Economic Notes, vol.31, issue.2, pp ,
Télécharger - Hal
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aversion, Journal of Banking & Finance, vol.26, issue.7, pp , DOI : S (02) C. Acerbi and P. Simonetti, Portfolio
optimization with spectral measures of risk, Working paper, C. Acerbi and
D.
Spectral measures of risk: A coherent representation of ...www.bibsonomy.org › bibtex
www.bibsonomy.org
Spectral measures of risk: A coherent representation of subjective risk aversion. C. Acerbi. Journal of Banking & Finance 26 (7): (July ).
Milano ("Leggi con me") - Antologia di racconti, con C....
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Milano ("Leggi con me") - Antologia di racconti, con C. Acerbi. venerdì 12 ottobre Cari amici che, con fedeltà ed interesse ci seguite, ...
Télécharger - ESSEC - ESSEC Business Schoolhal-essec.archives-ouvertes.fr › ht...
hal-essec.archives-ouvertes.fr
C. Acerbi and B. Szekely, Back-testing expected shortfall, Risk, pp.1-6, DOI : eqf C. Acerbi and B. Székely, L'ES est mort, ...
Télécharger - HAL-Inriahal.inria.fr › html_references
hal.inria.fr
C. Acerbi, Spectral measures of risk: A coherent representation of subjective risk aversion, Journal of Banking and Finance, vol.26, pp ,
[PDF] Efficient Portfolio Valuation Incorporating Liquidity Risk |...
www.semanticscholar.org
Portfolio theory in illiquid markets. In Pillar II in the New Basel Accord: The Challenge of Economic Capital, (Risk Books: London). C. Acerbi VIEW
Universita' Bocconi
didattica.unibocconi.eu
Wednesday Aula InfoAS05, Piano meno 2, Roentgen, L, TEBALDI C.-ACERBI C.-VERONESI P. Tuesday ,
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