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Value-at-Risk:
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Person
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RNDr. Jana Čerbáková
External person at Faculty of Mathematics and Physics
8 publications
Publications
publication
Moment Problem and Value-at-Risk
+1
2005 |
Faculty of Mathematics and Physics
publication
Moment Problem and Worst-Case Value-at-Risk
+1
2005 |
Faculty of Mathematics and Physics
publication
Incomplete information in stochastic programming problems
2008 |
Faculty of Mathematics and Physics
publication
Stability of Bayes Actions
+1
2006 |
Faculty of Mathematics and Physics
publication
Worst-case VaR and CVaR
2006 |
Faculty of Mathematics and Physics
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