Browsing by Subject "Value engineering"

Now showing items 1-4 of 4

    • Article  

      Conditional value-at-risk: Structure and complexity of equilibria 

      Mavronicolas, Marios; Monien, Burkhard (2017)
      Conditional Value-at-Risk, denoted as CVaRα, is becoming the prevailing measure of risk over two paramount economic domains: the insurance domain and the financial domain
    • Article  

      Minimizing Expectation Plus Variance 

      Mavronicolas, Marios; Monien, Burkhard (2015)
      We consider strategic games in which each player seeks a mixed strategy to minimize her cost evaluated by a concave valuationV (mapping probability distributions to reals)
    • Article  

      Minimizing expectation plus variance 

      Mavronicolas, Marios; Monien, Burkhard (2012)
      We consider strategic games in which each player seeks a mixed strategy to minimize her cost evaluated by a concave valuation V (mapping probability distributions to reals)
    • Article  

      Residual-based rank specification tests for AR-GARCH type models 

      Andreou, Elena; Werker, Bas J. M. (2015)
      This paper derives the asymptotic distribution for a number of rank-based and classical residual specification tests in AR-GARCH type models. We consider tests for the null hypotheses of no linear and quadratic serial ...