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بهینه سازی پورتفوی با استفاده از معیار ریسک CVaR و لحاظ کردن مدل GJR-GARCH و Extreme Value Theory

Type: Conference Paper

Author : آیدا, اطمینان; علی محمد, کیمیاگری; اکبر, اصفهانی پور

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بررسی مقایسه ای طول دوره سرمایه گذاری در انتخاب پرتفوی بهینه با استفاده از شاخص ارزش در معرض خطر شرطی CVaR

Type: Conference Paper

Author : نرجس, ابراهیمی هردورودی; سیدعلی, حسینی یکانی

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Optimal reinsurance under the Haezendonck risk measure

Type: Journal Paper

Author : Zhu, Yunzhou - Zhang, Lixin - Zhang, Yi

Publisher: Elsevier Science

Year: 2013

Asymptotic behavior of the estimated weights and of the estimated performance measures of the minimum VaR and the minimum CVaR optimal portfolios for dependent data

Type: Journal Paper

Author : Bodnar, T. - Schmid, W. - Zabolotskyy, T.

Publisher: Springer

Year: 2013

Development of ETM microgrippers using Topology Optimization

Type: Conference Paper

Author : Horstmann, R.; Ardi, L.K.R.; Rehder, G.P.; Silva, E.C.N.; Carreno, M.N.P.

Publisher: IEEE

Year: 2014

Energy poverty in Europe: Challenges for energy efficiency

Type: Conference Paper

Author : Kolokotsa, D. , Santamouris, M.

Publisher: IEEE

Year: 2014

Granular Robust Mean-CVaR Feedstock Flow Planning for Waste-to-Energy Systems Under Integrated Uncertainty

Type: Journal Paper

Author : Shuming Wang; Watada, Junzo; Pedrycz, Witold

Publisher: IEEE

Year: 2014

BlurSense: Dynamic fine-grained access control for smartphone privacy

Type: Conference Paper

Publisher: IEEE

Year: 2014

Introducing Field Programmable Gate Arrays with deeds projects

Type: Conference Paper

Author : Donzellini, G. , Ponta, D.

Publisher: IEEE

Year: 2014

Road vehicles identification and positioning system

Type: Conference Paper

Author : Sungur, C.; Gokgunduz, H.B.; Altun, A.A.

Publisher: IEEE

Year: 2014

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بهینه سازی پورتفوی با استفاده از معیار ریسک CVaR و لحاظ کردن مدل GJR-GARCH و Extreme Value Theory

بررسی مقایسه ای طول دوره سرمایه گذاری در انتخاب پرتفوی بهینه با استفاده از شاخص ارزش در معرض خطر شرطی CVaR

Optimal reinsurance under the Haezendonck risk measure

Asymptotic behavior of the estimated weights and of the estimated performance measures of the minimum VaR and the minimum CVaR optimal portfolios for dependent data

Development of ETM microgrippers using Topology Optimization

Energy poverty in Europe: Challenges for energy efficiency

Granular Robust Mean-CVaR Feedstock Flow Planning for Waste-to-Energy Systems Under Integrated Uncertainty

BlurSense: Dynamic fine-grained access control for smartphone privacy

Introducing Field Programmable Gate Arrays with deeds projects

Road vehicles identification and positioning system

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بهینه سازی پورتفوی با استفاده از معیار ریسک CVaR و لحاظ کردن مدل GJR-GARCH و Extreme Value Theory

بررسی مقایسه ای طول دوره سرمایه گذاری در انتخاب پرتفوی بهینه با استفاده از شاخص ارزش در معرض خطر شرطی CVaR

Optimal reinsurance under the Haezendonck risk measure

Asymptotic behavior of the estimated weights and of the estimated performance measures of the minimum VaR and the minimum CVaR optimal portfolios for dependent data

Development of ETM microgrippers using Topology Optimization

Energy poverty in Europe: Challenges for energy efficiency

Granular Robust Mean-CVaR Feedstock Flow Planning for Waste-to-Energy Systems Under Integrated Uncertainty

BlurSense: Dynamic fine-grained access control for smartphone privacy

Introducing Field Programmable Gate Arrays with deeds projects

Road vehicles identification and positioning system