Title :
Notice of Retraction
Fuzzy Value-at-Risk and Fuzzy Conditional Value-at-Risk: Two risk measures under fuzzy uncertainty
Author :
Zhaoxia Shang ; Hong Liu ; Xiaoxian Ma ; Yanmin Liu
Author_Institution :
Shandong Provincial Key Lab. for Distrib. Comput. Software Novel Technol., Shandong Normal Univ., Jinan, China
Abstract :
Notice of Retraction
After careful and considered review of the content of this paper by a duly constituted expert committee, this paper has been found to be in violation of IEEE´s Publication Principles.
We hereby retract the content of this paper. Reasonable effort should be made to remove all past references to this paper.
The presenting author of this paper has the option to appeal this decision by contacting TPII@ieee.org.
This paper deals with two risk management tools and their application on Economical crisis management. Next points out some problems in their research and application and the direction of research, introduced some concept and formula, finally puts forward the prospect.
Keywords :
finance; fuzzy set theory; risk management; economical crisis management; fuzzy conditional value-at-risk; fuzzy uncertainty; fuzzy value-at-risk; risk management; Distortion measurement; Extraterrestrial measurements; Fuzzy set theory; Optimization; Portfolios; Risk management; Uncertainty;
Conference_Titel :
Web Society (SWS), 2010 IEEE 2nd Symposium on
Conference_Location :
Beijing
Print_ISBN :
978-1-4244-6356-5
DOI :
10.1109/SWS.2010.5607440
