نتایج جستجو برای: structural var

تعداد نتایج: 419501  

Journal: :Management Science 2008
Karthik Natarajan Dessislava Pachamanova Melvyn Sim

Value-at-Risk (VaR) is one of the most widely accepted risk measures in the financial and insurance industries, yet efficient optimization of VaR remains a very difficult problem. We propose a computationally tractable approximation method for minimizing the VaR of a portfolio based on robust optimization techniques. The method results in the optimization of a modified VaR measure, Asymmetry-Ro...

2014
Lee Hong Tnah Chai Ting Lee Soon Leong Lee Chin Hong Ng Kevin Kit Siong Ng

UNLABELLED PREMISE OF THE STUDY The exploitation of Labisia pumila for commercial demand is gradually increasing. It is therefore important that conservation is prioritized to ensure sustainable utilization. We developed microsatellites for L. pumila var. alata and evaluated their polymorphism across var. alata, var. pumila, and var. lanceolata. • METHODS AND RESULTS Ten polymorphic micros...

Journal: :Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications 1997

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