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Find link is a tool written by Edward Betts.Longer titles found: Entropic value at risk (view), Tail value at risk (view)
searching for Value at risk 49 found (166 total)
alternate case: value at risk
Carbon tax
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A carbon tax is a tax levied on the carbon emissions from producing goods and services. Carbon taxes are intended to make visible the hidden social costsExponential distribution (6,552 words) [view diff] exact match in snippet view article find links to article
as a consequence the interquartile range is ln(3)/λ. The conditional value at risk (CVaR) also known as the expected shortfall or superquantile for Exp(λ)Dennis Weatherstone (330 words) [view diff] no match in snippet view article find links to article
whether it be a loan, advice or a securities offering. JPMorgan invented value-at-risk (VaR) as a tool for measuring exposure to trading losses. The tool emergedConvex conjugate (2,019 words) [view diff] no match in snippet view article find links to article
In mathematics and mathematical optimization, the convex conjugate of a function is a generalization of the Legendre transformation which applies to non-convexJohn F. O. Bilson (371 words) [view diff] case mismatch in snippet view article find links to article
has presented various seminars, covering topics such as "Parsimonious Value at Risk for Fixed Income Portfolios," at the University of Venice, "The Non-LinearIT risk management (5,940 words) [view diff] exact match in snippet view article find links to article
value at risk {\displaystyle {\text{Risk}}=(({\text{Vulnerability}}\times {\text{Threat}})/{\text{Counter measure}})\times {\text{Asset value at risk}}}Pakistan Mercantile Exchange (597 words) [view diff] no match in snippet view article find links to article
Exchange in Pakistan to employ modern risk management techniques based on Value-at-Risk with a pre-trade risk check in real time. The Exchange acts as a centralCoastal development hazards (2,390 words) [view diff] exact match in snippet view article find links to article
vulnerability component of the equation increases as there is more value at risk to the hazard. The likelihood component of the equation also increasesXploRe (202 words) [view diff] exact match in snippet view article find links to article
Single index models Generalized linear and additive models (GLM and GAM) Value at risk (VaR) and implied volatilities With the XploRe Quantlet Client usersR. Tyrrell Rockafellar (2,043 words) [view diff] no match in snippet view article find links to article
mathematical properties of risk measures and coining the terms "conditional value-at-risk," in 2000 as well as "superquantile" and "buffered failure probability"Rathbarry & Glenview Studs Hurdle (162 words) [view diff] case mismatch in snippet view article find links to article
Diamond Cauchois Let's Dance 2017 Renneti De Plotting Shed Tombstone 2016 Value At Risk Marchese Marconi Dedigout 2015 Dedigout Thousand Stars Analifet 2014Leverage (finance) (2,376 words) [view diff] case mismatch in snippet view article
Financial Practitioners, Risk Books (December 2003) Saita, Francesco, Value at Risk and Bank Capital Management: Risk Adjusted Performances, Capital ManagementDeviation risk measure (522 words) [view diff] no match in snippet view article find links to article
X} and D(X)=supX−infX{\displaystyle D(X)=\sup X-\inf X}; Conditional value-at-risk (CVaR) deviation, defined for any α∈(0,1){\displaystyle \alpha \in (0Unimodality (2,048 words) [view diff] no match in snippet view article find links to article
Bernard, Carole; Kazzi, Rodrigue; Vanduffel, Steven (2020). "Range Value-at-Risk bounds for unimodal distributions under partial information". Insurance:Global Association of Risk Professionals (1,053 words) [view diff] case mismatch in snippet view article find links to article
ISBN 9780415659741. Retrieved 16 October 2020. Philippe, Jorion (9 November 2006). Value at Risk: The New Benchmark for Managing Financial Risk (3rd ed.). McGraw HillCornish–Fisher expansion (738 words) [view diff] no match in snippet view article find links to article
Martin, Douglas; Arora, Rohit (2017). "Inefficiency and bias of modified value-at-risk and expected shortfall". Journal of Risk. 19 (6): 59–84. doi:10.21314/JORList of business and finance abbreviations (2,439 words) [view diff] case mismatch in snippet view article find links to article
UPI – Unified Payment Interface VAD – Value-Added Distributor VaR – Value at Risk VAR – Value-Added Reseller VAT – Value-Added Tax VC – Venture CapitalBuffered probability of exceedance (483 words) [view diff] case mismatch in snippet view article find links to article
is equal to one minus the confidence level at which the Conditional Value at Risk (CVaR) is equal to x {\displaystyle x} . bPOE is similar to the probabilityClassic Novices' Hurdle (176 words) [view diff] case mismatch in snippet view article find links to article
Rhythm 2016 Yanworth Shantou Village Champers on Ice 2015 Ordo Ab Chao Value at Risk Vago Collonges 2014 Red Sherlock Rathvinden Aubusson 2013 At FishersFinancial ratio (1,958 words) [view diff] case mismatch in snippet view article find links to article
capital (RAROC) Expected Return/Economic Capital :::OR :::Expected Return/Value at Risk Return on capital employed (ROCE) EBIT/Capital Employed Note: this isScenario optimization (1,258 words) [view diff] case mismatch in snippet view article find links to article
can be applied to other risk-measures including CVaR – Conditional Value at Risk – so adding to the flexibility of its use. Fields of application include:Champion INH Flat Race (358 words) [view diff] case mismatch in snippet view article find links to article
Bacardys 2015 Bellshill Disko Modus 2014 Shaneshill Silver Concorde Value At Risk 2013 The Liquidator Gilt Shadow Apache Stronghold 2012 Champagne FeverEnsemble forecasting (3,307 words) [view diff] exact match in snippet view article find links to article
predict the size of forecast changes, with application to weather swap value at risk". Atmospheric Science Letters. 4 (1–4): 15–27. doi:10.1016/S1530-261X(03)00003-3Marine insurance (4,992 words) [view diff] exact match in snippet view article find links to article
the voluntary sacrifice. They share the expense in proportion to the 'value at risk" in the adventure. Particular average is the term applied to partialMaximo Torero (1,016 words) [view diff] no match in snippet view article find links to article
Feng Yao, and Maximo Torero. Nonparametric Estimation of Conditional Value-at-risk and Expected Shortfall Based on Extreme Value Theory. Econometric TheoryBarış Tan (1,560 words) [view diff] case mismatch in snippet view article find links to article
also investigated the multi-product newsvendor problem while utilizing Value at Risk (VaR) as the risk measure in a newsvendor framework. Tan developed stochasticUncertainty theory (Liu) (3,824 words) [view diff] case mismatch in snippet view article
Kunming, China, July 20–28, 2009, pp. 753–755. Jin Peng, Value at Risk and Tail Value at Risk in Uncertain Environment, Proceedings of the Eighth InternationalCultural Property (Japan) (4,993 words) [view diff] exact match in snippet view article
of the law, only Intangible Cultural Properties of especially high value at risk of extinction had been protected. Even by international standards, theSüleyman Başak (406 words) [view diff] no match in snippet view article find links to article
dealing with financial economics, are Basak, S.; Shapiro, A. (2001). "Value-at-risk-based risk management: Optimal policies and asset prices". Review ofNassim Nicholas Taleb (6,017 words) [view diff] no match in snippet view article find links to article
such as standard deviation, variance, correlation, regression, or value-at-risk, the kind of stuff you find in textbooks, are not valid scientificallyLisa Goldberg (1,104 words) [view diff] case mismatch in snippet view article find links to article
S2CID 219242393. Goldberg, Lisa R.; Miller, Guy; Weinstein, Jared (2008). "Beyond Value at Risk: Forecasting Portfolio Loss at Multiple Horizons". Journal of InvestmentDavid Heath (probabilist) (585 words) [view diff] exact match in snippet view article
Eber, and David Heath. "Coherent Measures of Risk1." Risk management: value at risk and beyond (2002): 145. Heath, David, and Martin Schweizer. "MartingalesRod Beckstrom (1,144 words) [view diff] case mismatch in snippet view article find links to article
William F. Sharpe, which resulted in the first book on a new theory, "Value at Risk."[citation needed] On March 20, 2008, Beckstrom was appointed to runPio Chapel (840 words) [view diff] exact match in snippet view article find links to article
Orejas, Tonette (2020-12-01). "Repairs put Pampanga chapel's heritage value at risk". INQUIRER.net. Retrieved 2023-02-18. Media related to Pio Chapel atCopenhagen Consensus (3,745 words) [view diff] no match in snippet view article find links to article
addressing climate change (optimal carbon tax, the Kyoto Protocol and value-at-risk carbon tax), which the panel judged to be least cost-efficient of theEdgeworth series (3,013 words) [view diff] no match in snippet view article find links to article
Martin, Douglas; Arora, Rohit (2017). "Inefficiency and bias of modified value-at-risk and expected shortfall". Journal of Risk. 19 (6): 59–84. doi:10.21314/JORMarkus Brunnermeier (1,923 words) [view diff] exact match in snippet view article find links to article
one of the first systemic risk measures, the CoVaR, an alternative to value at risk which takes spillover and contagion effects between assets and industriesLaurent-Emmanuel Calvet (963 words) [view diff] no match in snippet view article find links to article
academics and financial practitioners to forecast volatility, compute value-at-risk, and price derivatives. This approach is summarized in the book “MultifractalJ. Doyne Farmer (3,252 words) [view diff] case mismatch in snippet view article find links to article
clustered volatility observed in financial markets. Similarly, the use of Value at Risk, as embodied in Basel II, can lead to a cycle in which leverage andChief risk officer (5,907 words) [view diff] no match in snippet view article find links to article
risk. Risk assessment and quantification processes are not integrated. Value-at-risk models are used to quantify the market risk and credit default modelsRisk aggregation (1,221 words) [view diff] exact match in snippet view article find links to article
expected values of cash flow and profit as well as the associated value at risk (VaR) can be derived as a realistic maximum loss that will not be exceededReint E. Gropp (478 words) [view diff] no match in snippet view article find links to article
Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach, in: Journal of Financial and Quantitative Analysis 2014 (withAndrás Prékopa (1,431 words) [view diff] exact match in snippet view article find links to article
1016/S0927-0507(03)10005-9. ISBN 9780444508546. Prékopa, András (2012). "Multivariate value at risk and related topics" (PDF). Annals of Operations Research. 1: 49–69.Andrea Beltratti (1,097 words) [view diff] no match in snippet view article find links to article
2006, 131, 151-177 8 (with Claudio Morana); Statistical benefits of value-at-risk with long memory, in Journal of Risk, 2005, 7, 47-73 (with Claudio Morana);Streaming data (2,597 words) [view diff] no match in snippet view article find links to article
allows to track changes in the stock market in real time, computes value-at-risk, and automatically rebalances portfolios based on stock price movementsChris Brooks (academic) (2,704 words) [view diff] exact match in snippet view article
(2005) A comparison of extreme value theory approaches for determining value at risk. Journal of Empirical Finance, 12 (2). pp. 339–352. ISSN 0927-5398 doi:10Cost-loss model (2,335 words) [view diff] exact match in snippet view article find links to article
predict the size of forecast changes, with application to weather swap value at risk". Atmospheric Sci. Lett. 4 (1–4): 15–27. doi:10.1016/S1530-261X(03)00003-3Info-gap decision theory (17,963 words) [view diff] exact match in snippet view article find links to article
Corrected Proof, Available online 28 March 2007. Ben-Haim, Yakov (2005). "Value at risk with Info-gap uncertainty". Journal of Risk Finance. 6 (5): 388–403Regulation S-K (5,685 words) [view diff] no match in snippet view article find links to article
fair values, or cash flows of market risk sensitive instruments; or Value-at-risk disclosures of the potential loss in future earnings, fair values, or