Sökning: "conditional value-at-risk"
Visar resultat 1 - 5 av 12 avhandlingar innehållade orden conditional value-at-risk.
Sammanfattning : This thesis deals with techniques to model risk in financial markets and consists of four separate essays. The thesis begins with an introduction in chapter one, while chapter two to chapter five contains the four essays. The first essay examines the implication of using various risk measures for portfolio selection. LÄS MER
Sammanfattning : This thesis is written as a monograph covering topics in operations research and focusing on workforcemanagement in a contact center environment.This text is the result of a cooperative project between the Royal Institute of Technology (KTH) andTeleopti WFM. LÄS MER
Sammanfattning : The major theme of this thesis is nonlinear programming with an emphasis on applications and robust models. The thesis has two parts. The first three papers comprise the first part. Here, we discuss robustness properties of optimal solutions to a variety of models. LÄS MER
Sammanfattning : Banking and online financial services are part of our critical infrastructure. As such, they comprise an Achilles heel in society and need to be protected accordingly. The last ten years have seen a steady shift from traditional show-off hacking towards cybercrime with great economic consequences for society. LÄS MER
Sammanfattning : Society has become increasingly dependent on electricity, so power system reliability is of crucial importance. However, while underinvestment leads to an unacceptable number of power outages, overinvestment will result in costs that are too high for society. The challenge is to find a socioeconomically adequate level of risk. LÄS MER