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Discounted maximum loss

Known as: Worst case risk, Worst-case risk measure, Worst case risk measure 
Discounted maximum loss, also known as worst-case risk measure, is the present value of the worst-case scenario for a financial portfolio. In… Expand
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Papers overview

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Highly Cited
2012
Highly Cited
2012
The ability of smart meters to control domestic demand during system emergencies was investigated. Direct load control through… Expand
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Highly Cited
2009
Highly Cited
2009
The maintenance of system flow is critical for effective network operation. Any type of disruption to network facilities (arcs… Expand
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Highly Cited
2007
Highly Cited
2007
  • M. Riel, J. Laurin
  • IEEE Transactions on Antennas and Propagation
  • 2007
  • Corpus ID: 7141031
The design of a C-band electronically beam scanning reflectarray is presented. The reconfigurable reflectarray element consists… Expand
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2006
2006
How does bank capital regulation affect the design of credit derivative contracts? How does the opacity of the OTC credit… Expand
Highly Cited
2001
Highly Cited
2001
Abstract.This paper examines a new approach for credit risk optimization. The model is based on the Conditional Value-at-Risk… Expand
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Highly Cited
2001
Highly Cited
2001
Abstract In this paper, we develop a portfolio selection model which allocates financial assets by maximising expected return… Expand
Highly Cited
2000
Highly Cited
2000
Clicks is a new software architecture for building flexible and configurable routers. A Click router is assembled from packet… Expand
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Highly Cited
2000
Highly Cited
2000
This paper proposes a practical framework for the quantification of Liquidity-adjusted Value at Risk ("L-VaR") incorporating the… Expand
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Highly Cited
1999
Highly Cited
1999
Click is a new software architecture for building flexible and configurable routers. A Click router is assembled from packet… Expand
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Highly Cited
1997
Highly Cited
1997
Precise estimation of the tail shape of forex returns is of critical importance for proper risk assessment. We improve upon the… Expand
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