Keywords: ارزش در معرض خطر; Conditional value-at-risk; Multivariate risk; Value-at-risk;
مقالات ISI ارزش در معرض خطر (ترجمه نشده)
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Keywords: ارزش در معرض خطر; Value-at-risk; Tail value-at-risk; Expected shortfall; Risk measure; Estimation of risk measures; Bias; Risk estimation; Elicitability; Backtest; Unbiased estimation of risk measures;
Keywords: ارزش در معرض خطر; Stochastic programming; Risk-averse; Probabilistic constraints; Chance constraints; Variable reliability; Bonferroni approximation; Value-at-risk; Network design; Post-disaster; Humanitarian logistics; Accessibility; Equity;
Keywords: ارزش در معرض خطر; AB; Amen Bank; ATB; Arab Tunisian Bank; ATTIJARI; Attijari Bank; BH; Banque de l'Habitat; BIAT; Banque Internationale Arabe de Tunisie; BNA; Banque Nationale Agricole; BT; Bank of Tunisia; BTE; Banque de Tunisie and Emirates; CoES; co-expected shortfall
Keywords: ارزش در معرض خطر; G13; G32; C63; 91G60; 62P05; 60E10; 65T60; Market risk; Liquidity risk; Stochastic liquidity horizon; Value-at-Risk; Expected shortfall; Shannon wavelets;
Keywords: ارزش در معرض خطر; Risk analysis; Value-at-Risk; Portfolio allocation; Integer programming relaxations,;
Keywords: ارزش در معرض خطر; Value-at-Risk; Forecast combination; Quantile regression; Elastic net; Regularization; C51; C52; C53; G32;
Keywords: ارزش در معرض خطر; (T); Value-at-risk; Warranty policy optimisation; Mean-risk; Copulas;
Keywords: ارزش در معرض خطر; Risk measures; Value-at-Risk; Tail-Value-at-Risk; Parameter of interval type; Fuzzy number; Location/scale parameter; Capital allocation;
Keywords: ارزش در معرض خطر; Energy security; Risk assessment; Value-at-Risk; Expected shortfall; Spectral risk measures; ENSAD;
Keywords: ارزش در معرض خطر; C43; C46; G32; Concentration measures; Value-at-Risk; Expected Shortfall; Concentration Profile; Gini index;
Keywords: ارزش در معرض خطر; Value-at-Risk; Forecasting; Wavelet decomposition; Regulatory back-testing; C53; C58; G17; G28; G32;
Keywords: ارزش در معرض خطر; Multivariate risk measures; p-Efficient points; Convexity; Value-at-Risk; Conditional Value-at-Risk;
Keywords: ارزش در معرض خطر; G12; G14; C51; C52; Nelson-Siegel factor-augmented model; Value-at-risk; Backtests; Conditional predictability;
Keywords: ارزش در معرض خطر; Multi-objective portfolio optimization; Cardinality constrained portfolio problem; Transaction cost; Repair mechanism; Portfolio rebalancing; Value-At-Risk; Conditional Value-At-Risk;
Keywords: ارزش در معرض خطر; G32; C14; C22; C53; Value-at-risk; Liquidity risk; Extreme value theory; Basel capital accord;
Keywords: ارزش در معرض خطر; Cost estimation; Submarine power cables; Probabilistic prediction models; Density forecast; Power system planning; Integrated resource planning; Value-at-risk; Conditional-value-at-risk;
Keywords: ارزش در معرض خطر; Downside risk; Precious metals; Horizon; Safe haven; Value-at-risk;
Keywords: ارزش در معرض خطر; Risk preference; Option pricing under the incomplete information; Minimal mean-square-error hedging; Value-at-Risk; Implied-volatility-smiles;
Keywords: ارزش در معرض خطر; G21; C14; C15; Risk management; Elliptic copulas; Goodness-of fit tools; Value-at-Risk; Expected Shortfall; Co-risk measures;
Keywords: ارزش در معرض خطر; C32; C45; C53; Extreme learning machine; High-dimensional space; Value-at-Risk; Random mapping; GARCH model; Time series;
Keywords: ارزش در معرض خطر; Value-at-risk; Islamic stock index; BEKK-GARCH model; C32; C58;
Keywords: ارزش در معرض خطر; Value-at-Risk; Option implied volatility; Volatility risk premium; Time-series; GARCH models;
Keywords: ارزش در معرض خطر; GARCH; Gram-Charlier series; High-order moments; non-Gaussian distributions; Semi-nonparametric methods; Value-at-Risk; C16; C53; G12;
Keywords: ارزش در معرض خطر; Credit spread; Copula; Dependence; Regime switching; Tail dependence; Value-at-Risk;
Keywords: ارزش در معرض خطر; C13; C51; G12; G17; Value-at-risk; Extreme value; Exchangeability; Block maxima; Peaks-over-threshold;
Keywords: ارزش در معرض خطر; Long memory; ARFIMA models; Random level shifts; Latin-American stock and Forex markets volatility; Density forecasts; Value-at-Risk;
Keywords: ارزش در معرض خطر; Value-at-risk; Agent-based simulation; Financial instability; Volatility; Risk limit; Volatility window; C63; G1; G01; G20; G11; G17;
Keywords: ارزش در معرض خطر; G17; G15; C15; C32; C53; Basel II; Basel III; Value-at-risk; Expected shortfall; Volatility forecasting; Intra-day data; Multi-period-ahead; Forecasting accuracy; Risk modeling;
Keywords: ارزش در معرض خطر; Value-at-Risk; Fuzzy systems; Risk management; Evolving modeling; Finance;
Keywords: ارزش در معرض خطر; C53; G17; G20; Risk management; Historical simulation; Displacement model; Negative risk factors; Value-at-Risk;
Keywords: ارزش در معرض خطر; Islamic mutual funds; The value-added measure; Manager skills; Bootstrapping; Markov-switching models; Value-at-risk;
Keywords: ارزش در معرض خطر; Value-at-Risk; Power tail distribution; Hidden Markov Model; Regime switching;
Keywords: ارزش در معرض خطر; Heterogeneous investors; HAR-QREG/Quantile regression; Risk management; Value-at-risk; Volatility; G15; G17; G28; G29; G32;
Keywords: ارزش در معرض خطر; Value-at-Risk; Forecasting volatility; Skewed student distribution; Long-range memory; G11; L94; E39; G15;
Keywords: ارزش در معرض خطر; Distortion risk; Spectral risk; Euler allocation; Systematic risk; Diversification; Layer; Value-at-Risk;
Keywords: ارزش در معرض خطر; Expectile regression; Expected shortfall; Value-at-Risk; Asymmetric least squares regression; Consistency; Asymptotic normality;
Keywords: ارزش در معرض خطر; Value-at-Risk; Switching forecast model; G01; G17;
Keywords: ارزش در معرض خطر; Realized volatility; Volatility forecasting; Value-at-risk; GARCH; ARFIMA; HAR; C22; C52; C53; C58; G32;
Keywords: ارزش در معرض خطر; C10; C53; G32; Model risk; Capital requirements; Value-at-Risk; Expected Shortfall;
Keywords: ارزش در معرض خطر; Stop-loss reinsurance; Expectation premium principle; Optimal retention; Value-at-risk; Distribution-free approximation; Stochastic orders;
Keywords: ارزش در معرض خطر; Convex ordering; Karlin-Novikoff-Stoyan-Taylor crossing conditions; Value-at-Risk; Average Value-at-Risk; Optimal insurance decision problem;
Keywords: ارزش در معرض خطر; DSO; distribution system operator; PBR; performance based rate; RPS; reward penalty scheme; SAIDI; system average interruption duration index; SAIFI; system average interruption frequency index; OHL; overhead line; HPP; homogenous poisson process; NHPP; n
Keywords: ارزش در معرض خطر; Capacity control; Revenue management; Risk; Value-at-risk;
Keywords: ارزش در معرض خطر; primary; 91B30; secondary; 60E15; Model risk; Dependence uncertainty; Positive dependence; Value-at-Risk; Convex risk measures;
Keywords: ارزش در معرض خطر; C12; C15; Sample quantile; Long-memory stochastic volatility model; Least absolute deviation estimator; Asymptotic normality; Sampling window method; Value-at-Risk;
Keywords: ارزش در معرض خطر; C13; C22; G10; G21; Market risk; Tail risk; Downside risk; Value-at-risk; Intraday returns; Overnight risk; Stock markets; Extreme returns; Tail index;
Keywords: ارزش در معرض خطر; G32; G11; G17; C53; C22; Stochastic dominance; Value-at-Risk; Daily capital charges; Violation penalties; Optimizing strategy; Basel III Accord; VIX futures; Global financial crisis;
Keywords: ارزش در معرض خطر; C13; C22; C58; GARCH; Quantile regression; Quasi-maximum likelihood; Risk measures; Value-at-Risk;
Keywords: ارزش در معرض خطر; Sovereign risk; Contagion; Value-at-Risk; Expected Shortfall; F34; G12; G13; G15;