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Tail value at risk

Known as: TCE, TVAR, Tailvar 
Tail value at risk (TVaR), also known as tail conditional expectation (TCE) or conditional tail expectation (CTE), is a risk measure associated with… 
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Papers overview

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2010
2010
We characterize a sequence of M interference observations by a time-varying autoregressive model of order m (TVAR(m)). We… 
2010
2010
Definitive Readings in the History, Philosophy, Theories and Practice of Career and Technical Education brings together… 
2009
2009
The stress investigation on through-silicon vias (TSVs) is important for 3D IC development. This work summarizes the stress… 
2008
2008
We have shown in a series of recent papers that the classical theory of thermo-elasticity can be extended to the nano-scale by… 
2005
2005
For high performance computer system applications, there are limitations for reliably and cost effectively attaching high I/O… 
2003
2003
Just a few Yotes shy of entering into force, the Cartagena Protocol on Biosafety is poised to become the next multilateral… 
1998
1998
In situ chemical oxidation is a developing class of remediation technologies in which organic contaminants are degraded in place… 
1998
1998
FOREWORD The potential use of plants to remediate contaminated soil and groundwater has recently received a great deal of… 
1995
1995
An anaerobic microbial consortium capable of dechlorinating chlorinated ethenes to ethylene has been developed as anaerobic…