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Deviation risk measure

In financial mathematics, a deviation risk measure is a function to quantify financial risk (and not necessarily downside risk) in a different method… Expand
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2019
2019
The risk measure plays an important role for portfolio selection problem. The lower partial risk (downside risk) measures have… Expand
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2017
2017
  • A Tamilarasana, D Rajamanib
  • 2017
  • Corpus ID: 54690977
This paper presents a Box-Behnken Design (BBD)-Simulated Annealing (SA) hybrid approach to process parameter optimization for Nd… Expand
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2017
2017
D advances in surgical debulking and chemotherapy regimens, epithelial ovarian cancer (EOC) has exhibited marginal improvement in… Expand
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2016
2016
We present a decomposition method for stochastic programs with 0-1 variables in the second-stage with absolute semi-deviation… Expand
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2013
2013
The main objective of the present study is to examine the depression and life satisfaction among married and unmarried women. A… Expand
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2009
2009
PURPOSE: to analyze histomorphometric consequences of the uterine arteries embolization (UAE) in the uterine tissue, especially… Expand
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2006
2006
Abstract This article critiques models of market risk (ARMA, GARCH, ARCH, EVT, VAR, Stochastic-Volatility, etc.). The existing… Expand
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2006
2006
Based upon analysis of the reasons caused the inclination and uneven settlement of one commercial and living building in Shanghai… Expand
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2002
2002
We propose a new risk measure, which is called Semi-Deviation. This new measure is superior to the exist measures,such as semi… Expand
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