Abstract: Due to the challenges in achieving accurate probabilities, representing uncertainty as intervals helps mitigate issues arising from the lack of distribution information. However, current ...

Abstract: Nested simulation is a powerful tool for estimating widely-used risk measures, such as Value-at-Risk (VaR). While point estimation of VaR has been extensively studied in the literature, the ...

AT&T (T) predicted more growth ahead. The stock price does not seem close to anticipating this growth. If anything, the current stock price anticipates more disappointments like what supposedly ...

Humana stock plummeted 21% on January 27. Humana is a "pure play" on Medicare Advantage—around 85% of their operations. Following CMS’s announcement of a 0.09% rate increase for 2027, HUM experienced ...

Marginal VaR measures the risk added by new investments in a portfolio. Learn its definition, how it works, calculation, and impact on overall risk management.

Beyond Meat stock has seen some incredibly volatile swings over the last year of trading. Betting on a comeback for the maker of plant-based meat alternatives remains a risky play. 10 stocks we like ...

The nationwide rollout includes five new items and five returning favorites Taco Bell Taco Bell launches its new Luxe Value Menu nationwide on Jan. 22 The menu features 10 items priced at $3 or less ...

Lianne M Lefsrud receives funding from the Natural Science and Engineering Research Council of Canada (NSERC), Alberta Justice, WorkSafeBC, Mitacs, Alberta Innovates, and the Lynch School of ...

Apple warned that critical security flaws could allow hackers to take control of iPhones and iPads and steal sensitive information if devices are not updated. Although Apple released a fix last year, ...

T-Mobile is a 5G network leader, gaining market share with disruptive pricing and strong customer growth. Q3 2025 results showed record revenues, robust subscriber additions, and raised guidance, ...

This project implements a CVaR-minimizing portfolio optimization model based on the seminal paper "Optimization of Conditional Value-at-Risk" by Rockafellar and Uryasev (2000). The analysis uses ...