Topic: "risk-measure"
xhub/EMP.jl
Extended Mathematical Programming in Julia
Language: Julia - Size: 92.8 KB - Last synced at: about 2 months ago - Pushed at: about 3 years ago - Stars: 15 - Forks: 2
open-risk/tailRisk
A library for the calculation of tail risk measures
Language: C++ - Size: 71.3 KB - Last synced at: about 2 months ago - Pushed at: 6 months ago - Stars: 5 - Forks: 2
jaantollander/ConditionalValueAtRisk
Provides a concrete Julia implementation for computing the conditional value-at-risk (aka expected shortfall) for discrete probability distributions. Also works as a pseudocode for other languages.
Language: Julia - Size: 71.3 KB - Last synced at: 12 days ago - Pushed at: over 3 years ago - Stars: 2 - Forks: 1
