List of Articles Conditional Value at Risk

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  1 - Robust Portfolio Optimization with risk measure CVAR under MGH distribution in DEA models
  Morteza Robatjazi Shokoofeh Banihashemi Navideh Modarresi
• Open Access Article
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  2 - The Estimation of Systematic Risk in Iranian Financial Sectors (ΔCoVaR Approach)
  samad hekmati farid Ali Rezazadeh ali malek
• Open Access Article
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  3 - The evaluation of Systemic Risk in the Iran Banking System by Delta Conditional Value at Risk ( CoVaR) Criterion
  asadollah farzinvash naser elahi javad gilanipour Ghadir Mahdavi
• Open Access Article
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  4 - Examining the efficiency of optimization models of multi objective genetic algorithm and particle swarm algorithm under the risk criteria of conditional value at risk and mean smai variance in determining the optimal stock portfolio
  Dariush Adinehvand Ebrahim Ali Razini Rahmani Mahmoud Khoddam Fereydoun Ohadi Elham Sadat Hashemizadeh
  10.30495/afi.2023.1988982.1233
• Open Access Article
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  5 - A Comparison of Optimal Cryptocurrency Portfolios Performance Based on Downside Risk Measures: An Analysis of Quantile-Based Risk Measures
  Mostafa Shabani Hossein Ghanbari emran mohammadi Seyed Ali Mousavi Loleti
  10.71848/jcma.2024.1104452