نتایج جستجو برای: conditional value at risk

تعداد نتایج: 4771713  

2016
Ahsen Ikbal Aytekin Yagup Macit Eray Tüzün

Özetçe. Günümüz şirketleri, müşterilerinin beklentilerini anlamak ve bu beklentilere hızlı ve doğru bir şekilde tepki vermek durumundadır. Artık, bilişim sistemleri karar destek sistemleri olmaktan çıkmış ve doğrudan yönetimin, üretimin, ticaretin ve sosyal hayatın yaşandığı sistemler haline gelmiştir. Hayatın kendisini beklemeye almak hayattan kopuş ile sonuçlanmaktadır. Uygulama yazılımları i...

2008
Quan Gan Robert J. Hill

We draw a distinction between the concepts of purchase affordability (whether a household is able to borrow enough funds to purchase a house) and repayment affordability (the burden imposed on a household of repaying the mortgage). We operationalize this distinction in the context of a new methodology for constructing affordability measures that draws on the value-at-risk concept and takes acco...

2001
Kevin Dowd David Blake Andrew Cairns

2001
David Adger Gillian Ramchand

We adopt a theory of relativisation based on the idea that relatives, like wh-constructions in the analysis of Chomsky (1998), require two sorts of features to construct their LF-interpretation. We argue that it is the variable interpetability of these features that gives rise to different syntactic patterns. We use this theory to provide an explanation for some curious syntactic facts found in...

2001
Peter Christoffersen Jinyong Hahn Atsushi Inoue

2012
Christian Hellwig Laura Veldkamp Sebastian Kohls

Proof. Proof of claim 1: Suppose all agents acquire full information. In this case Π(bi) = 0 and each agent has to pay c. Deviating from the equilibrium means that the agent receives an uninformative signal, i.e. bi → ∞, but does not have to pay c. From the definition we can easily see that as bi → ∞, τv → 0. In the full information equilibrium, the agent knows that ā = s and thus Var [ā|Ii] = ...

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