Keywords: اقدامات ریسکی منسجم; D11; D81; G11; Mean-risk preferences; Deviation measures; Coherent risk measures; CAPM;
مقالات ISI اقدامات ریسکی منسجم (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: اقدامات ریسکی منسجم; Imprecise probabilities; Coherent previsions; Abstract argumentation; Statistical inference; Decision making under uncertainty; Coherent risk measures;
Keywords: اقدامات ریسکی منسجم; Risk management; Coherent risk measures; Conditional value at risk; Random yield; Risk shaping;
Keywords: اقدامات ریسکی منسجم; Capital allocation; Risk contribution; Coherent risk measures; Risk sharing;
Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances
Keywords: اقدامات ریسکی منسجم; Risk management; Data ambiguity; Coherent risk measures; Portfolio optimization; Eurozone crisis;
DRG system design: A financial risk perspective
Keywords: اقدامات ریسکی منسجم; C11; C23; D24; I18; Risk premium in service industry; Health economics; Coherent risk measures; Applied probability;
Multistage optimization of option portfolio using higher order coherent risk measures
Keywords: اقدامات ریسکی منسجم; Coherent risk measures; Duality; Average value-at-risk; Monte Carlo simulation; Kusuoka measure; Stochastic programming
Risk analysis with contractual default. Does covenant breach matter?
Keywords: اقدامات ریسکی منسجم; Investment analysis; Project finance; Risk analysis; Monte Carlo simulation; Coherent risk measures; Covenants
A location-routing problem with disruption risk
Keywords: اقدامات ریسکی منسجم; Supply chain management; Risk management; Location-routing problem (LRP); Disruption risk; Distribution network; Coherent risk measures
Coherent risk measures in general economic models and price bubbles
Keywords: اقدامات ریسکی منسجم; Risk measures; Coherent risk measures; Bubbles; Ordered spaces;
Time consistency of dynamic risk measures
Keywords: اقدامات ریسکی منسجم; Multistage stochastic programming; Risk averse optimization; Dynamic programming; Time consistency; Coherent risk measures
Minimax and risk averse multistage stochastic programming
Keywords: اقدامات ریسکی منسجم; Stochastic programming; Dynamic equations; Robust optimization; Coherent risk measures; Risk averse stochastic optimization; Problem of moments;
Are quantile risk measures suitable for risk-transfer decisions?
Keywords: اقدامات ریسکی منسجم; C00, C61; Subject categories: IM51, IM52; Insurance branch category: IB90; Coherent risk measures; Conditional tail expectation; Risk; Risk measures; Optimal reinsurance; Quantile risk measures; Truncated stop loss; Value at Risk;
A dynamic programming approach to adjustable robust optimization
Keywords: اقدامات ریسکی منسجم; Robust optimization; Adjustable variables; Policy; Dynamic equations; Coherent risk measures; Inventory model
Value at risk: Is a theoretically consistent axiomatic formulation possible?
Keywords: اقدامات ریسکی منسجم; Value at risk; Coherent risk measures; Shackle; Downside risk; Expected shortfall;
Financial management in inventory problems: Risk averse vs risk neutral policies
Keywords: اقدامات ریسکی منسجم; Inventory management; Coherent risk measures; Optimization with coherent risk measures; Random demand modeling;
Two-sided coherent risk measures and their application in realistic portfolio optimization
Keywords: اقدامات ریسکی منسجم; C61; D81; G11; G31; Finance; Risk management; Coherent risk measures; Conditional value-at-risk; Market frictions; Portfolio optimization; Performance ratios;
Coherent risk measures, coherent capital allocations and the gradient allocation principle
Keywords: اقدامات ریسکی منسجم; D81; G21; G22; IM00; IM12; IE43; Risk capital allocation; Gradient allocation principle; Coherent risk measures; Coherent capital allocations;
On Haezendonck risk measures
Keywords: اقدامات ریسکی منسجم; 60G42; 60G44; G11; G12; G13; Premium principles; Orlicz norms; Risk measures; Coherent risk measures; Law invariant risk measures; Conditional Value at Risk; Inf-convolution;
Robust optimization of conditional value at risk and portfolio selection
Keywords: اقدامات ریسکی منسجم; C0; C1; G0; N2; Coherent risk measures; Conditional value at risk; Robust optimization;
Coherent risk measures in inventory problems
Keywords: اقدامات ریسکی منسجم; Inventory models; Newsvendor problem; Coherent risk measures; Mean-absolute deviation; Conditional-value-at-risk; Dynamic programming
Time consistency conditions for acceptability measures, with an application to Tail Value at Risk
Keywords: اقدامات ریسکی منسجم; Coherent risk measures; Acceptability measures; Nonlinear expectations; Capital requirements; Incomplete markets; Time consistency;
Mortality-dependent financial risk measures
Keywords: اقدامات ریسکی منسجم; Mortality risk; Longevity bonds; Value-at-risk; Coherent risk measures; Spectral risk measures;
A generalized coherent risk measure: The firm's perspective
Keywords: اقدامات ریسکی منسجم; Coherent risk measures; Capital budgeting; Capital determination;