ℹ️
🇬🇧
Search
Search for publications relevant for "Conditional Value at Risk"
Conditional Value at Risk
Publication
Class
Person
Publication
Programmes
Export current view
publication
Local Stability and Differentiability of the Mean-Conditional Value at Risk Model Defined on the Mixed-Integer Loss Functions
2010 |
Faculty of Mathematics and Physics
publication
Stress testing for VaR and CVaR
2007 |
Faculty of Mathematics and Physics
publication
Bilevel Models in Portfolio Selection Problems
+1
2023 |
Faculty of Mathematics and Physics
publication
Bilevel optimization problems
2023 |
Faculty of Mathematics and Physics
publication
Out-of-sample optimal risk parameter in mean- CVaR models
2015 |
Faculty of Mathematics and Physics
publication
Sample approximation technique for mixed-integer stochastic programming problems with expected value constraints
2014 |
Faculty of Mathematics and Physics
publication
Modelling of interest rates on financial markets
Publication without faculty affiliation
publication
An approach to DEA-superefficiency in finance
2013 |
Faculty of Mathematics and Physics
publication
Risk measures in finance revisited
2010 |
Faculty of Mathematics and Physics
publication
Stochastic Programming Software: A Comparison for Investment Problem
2011 |
Faculty of Mathematics and Physics
publication
Geriatric frailty and geriatric syndromes
2019 |
Publication without faculty affiliation
publication
Monetary conditions and banks' behaviour in the Czech Republic
2012 |
Faculty of Mathematics and Physics, Faculty of Social Sciences, Centre for Economic Research and Graduate Education
publication
STRESS TESTING FOR RISK-AVERSE STOCHASTIC PROGRAMS
2015 |
Faculty of Mathematics and Physics
publication
The proposal of antithrfombotic prophylaxis and care of trombophilic statuses in gynecology and obstetrics
2008 |
Publication without faculty affiliation
publication
Effect of sample preparation on contaminant leaching from copper smelting slag
2011 |
Faculty of Science
publication
Screening for sudden cardiac death in children: Useful tool or wishful thinking?
+2
2018 |
Publication without faculty affiliation
publication
Stochastic Dominance Constrained Portfolio Optimization with Distortion Risk Measures
2022 |
Faculty of Mathematics and Physics
publication
Monetary conditions and banks' behaviour in the Czech Republic
Publication without faculty affiliation
publication
Monetary Conditions and Banks' Behaviour in the Czech Republic
2015 |
Faculty of Mathematics and Physics, Faculty of Social Sciences, Centre for Economic Research and Graduate Education
publication
Decision problems with stochastic dominance constraints
2013 |
Faculty of Mathematics and Physics
publication
Structure of risk-averse multistage stochastic programs
2015 |
Faculty of Mathematics and Physics
publication
Lung squeeze and freediving
2018 |
Faculty of Medicine in Hradec Králové
publication
Civil Security Governance Systems in the New EU Member States: Closer to 'Old Europe' or a Distinctive Path?
2015 |
Faculty of Social Sciences
publication
Evaluating policies in risk-averse multi-stage stochastic programming
2015 |
Faculty of Mathematics and Physics
publication
AN ASSET - LIABILITY MANAGEMENT STOCHASTIC PROGRAM OF A LEASING COMPANY
2018 |
Faculty of Mathematics and Physics
publication
Out-of-sample SSD efficiency of mean-CVaR efficient portfolios
2015 |
Faculty of Mathematics and Physics
publication
Osteoporosis and bone alterations in adult celiac disease
2014 |
Third Faculty of Medicine