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Found 66 Documents (Results 1–66)

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Game-theoretic models of collaboration among economic agents. (English) Zbl 1289.91040

Petrosyan, Leon A. (ed.) et al., Contributions to game theory and management. Volume VI. The 6th international conference game theory and management (GTM 2012), June 27–29, 2012, St. Petersburg, Russia. Collected papers. St. Petersburg: Graduate School of Management, St. Petersburg University (ISBN 978-5-9924-0080-9/pbk). 211-221 (2013).
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Application of the continuous VaR criterion in financial markets. (Применение континуального критерия VaR на финансовых рынках.) (Russian) Zbl 1307.91005

Moscow: Rossiĭskaya Akademiya Nauk, Vychislitel’nyĭ Tsentr im. A. A. Dorodnitsyna (ISBN 978-5-91601-050-3). 300 p. (2011).
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Mean-VaR models and algorithms for fuzzy portfolio selection. (English) Zbl 1187.91197

Cai, Zhihua (ed.) et al., Computational intelligence and intelligent systems. 4th international symposium on intelligence computation and applications, ISICA 2009, Huangshi, China, October 23–25, 2009. Proceedings. Berlin: Springer (ISBN 978-3-642-04961-3/pbk; 978-3-642-04962-0/ebook). Communications in Computer and Information Science 51, 313-319 (2009).
MSC:  91G10 91B30 90C70
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Conditional value-at-risk under ellipsoidal uncertainties. (English) Zbl 1178.91083

Costantino, M. (ed.) et al., Computational finance and its applications III (Computional Finance 2008), Cádiz, Spain, May 27–29, 2008. Southampton: WIT Press (ISBN 978-1-84564-111-5/hbk). WIT Transactions on Information and communication Technologies 41, 217-226 (2008).
MSC:  91B30 91G10
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Generalized extreme value distribution and extreme economic value at risk (EE-VaR). (English) Zbl 1142.91578

Kontoghiorghes, Erricos J. (ed.) et al., Computational methods in financial engineering. Essays in honour of Manfred Gilli. Berlin: Springer (ISBN 978-3-540-77957-5/hbk). 47-71 (2008).
MSC:  91B30
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