The DOI matches its Crossref record.
Some Remarks on the Value-at-Risk and the Conditional Value-at-Risk
Overview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cited by
AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT
Ben‐Tal, A., & Teboulle, M. (2007) · Mathematical Finance · doi:10.1111/j.1467-9965.2007.00311.x · Cited by 353
DRAWDOWN MEASURE IN PORTFOLIO OPTIMIZATION
CHEKHLOV, A., URYASEV, S., & ZABARANKIN, M. (2005) · International Journal of Theoretical and Applied Finance · doi:10.1142/s0219024905002767 · Cited by 350
Metadata
- Authors
- Pflug, G. C.
- Venue
- Nonconvex Optimization and Its Applications
- Publisher
- Springer US
- Published
- 2000
- Pages
- 272-281
- ISSN
- 1571-568X (ISSN-L)
- OpenAlex
- W1106997938
- Cited by
- 748
- References
- 0
- FWCI
- 51.70
- Type
- book chapter
- Language
- en
- Open access
- closed
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Some Remarks on the Value-at-Risk and the Conditional Value-at-Risk. https://app.cochat.ai/papers/10.1007/978-1-4757-3150-7_15
- The paper
- Pflug, G. C. (2000). Some Remarks on the Value-at-Risk and the Conditional Value-at-Risk. Nonconvex Optimization and Its Applications. https://doi.org/10.1007/978-1-4757-3150-7_15
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
