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719 results on '"conditional value at risk"'

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1. On optimal reinsurance in the presence of premium budget constraint and reinsurer's risk limit.

2. Multi-Stage Rolling Grid Expansion Planning for Distribution Networks Considering Conditional Value at Risk.

3. Strategic cooperative allocation for potential contribution value in wind power and energy storage system.

4. Risk-based pavement maintenance planning considering budget and pavement deterioration uncertainty.

5. Socially responsible multiobjective optimal portfolios.

6. Cryptocurrency Portfolio Allocation under Credibilistic CVaR Criterion and Practical Constraints.

7. Distortion Risk Measures of Increasing Rearrangement.

8. Resilient supply chain to a global pandemic.

9. Return versus hype – Are Islamic metaverse companies more profitable than general ones – A Chinese stock analysis

10. Return versus hype – Are Islamic metaverse companies more profitable than general ones – A Chinese stock analysis.

11. Minimum cost flow problems in generalized fuzzy environments. Credibilistic CVaR minimization approach.

12. 基于高精度热泵模型的电热协同独立微网设备优化配置.

13. 基于分布鲁棒机会约束的高韧性配电网多类型储能配置.

14. Examining the Relationship between Diversification of Banking Resources and Expenses and Systemic Risk

15. Capacity sizing method of virtual power plants based on game theory

16. Loan Portfolio Performance Evaluation by Using Stochastic Recovery Rate.

17. A framework of distributionally robust possibilistic optimization.

18. Pareto-optimal reinsurance for both the insurer and the reinsurer under the risk-adjusted value and general premium principles.

19. Bidding Strategy for Wind and Thermal Power Joint Participation in the Electricity Spot Market Considering Uncertainty.

20. Capacity sizing method of virtual power plants based on game theory.

22. CVaR-based planning of park-level integrated energy system considering extreme scenarios of energy prices

23. A Distributed Framework for Minimizing the Asymmetrical Power Request in Multi-Agent Microgrids With Unbalanced Integration of DERs

24. Risk-Aware Stochastic MPC for Chance-Constrained Linear Systems

25. Cryptocurrency Portfolio Allocation under Credibilistic CVaR Criterion and Practical Constraints

26. Multi-Stage Rolling Grid Expansion Planning for Distribution Networks Considering Conditional Value at Risk

28. Doubly-Valid/Doubly-Sharp Sensitivity Analysis for Causal Inference with Unmeasured Confounding.

29. Risk‐averse two‐stage stochastic programming for the inventory rebalancing of bike‐sharing systems.

30. Evaluating the systemic risk of financial institutions present in the stock market (banks) using the main risk assessment criteria and analyzing the factors affecting it.

31. An insurer's optimal strategy towards a new independent business.

32. Duration and Labor Resource Optimization for Construction Projects—A Conditional-Value-at-Risk-Based Analysis.

33. A multi-objective dispatching model for a novel virtual power plant considering combined heat and power units, carbon recycling utilization, and flexible load response.

34. Multi-Power Coordinated Optimization Operation Strategy Considering Conditional Value at Risk

36. A Risk Model for Assessing Exposure Factors Influence Oil Price Fluctuations

37. Optimal dispatch of regional electricity-thermal system with multi-energy storage based on source and load forecasting

38. Systemic risk in Russian financial market: A ΔCoVaR approach

39. Multi-frequency downside risk interconnectedness between soft agricultural commodities

40. A viable supply chain by considering vendor-managed-inventory with a consignment stock policy and learning approach

41. A multi-objective dispatching model for a novel virtual power plant considering combined heat and power units, carbon recycling utilization, and flexible load response

42. 含径流式水电的风-光-氢多能系统合作博弈增益分配策略.

43. 氢耦合区域综合能源系统集群双层博弈随机优化调度策略.

44. 考虑条件风险价值的多源协调优化运行策略.

45. 考虑不确定性和楼宇储热的区域综合能源系统 分布式优化调度.

47. Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening.

48. Coordinated operation for multi-EHs with different risk preferences: A hybrid approach with stochastic programming and cooperative game

49. Bidding Strategy for Wind and Thermal Power Joint Participation in the Electricity Spot Market Considering Uncertainty

50. 基于源荷预测的含多能储能区域电热系统的优化调度.

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