Historical VaR as a stock fund diversification assessment tool
Purpose: The aim of this study is to assess the potential maximum loss in more concentrated investment portfolios and more diversified portfolios using the VaR calculation as a tool for controlling and managing market risk. For this, the study proposes to answer the following research question: &quo...
שמור ב:
| Principais autores: | , , |
|---|---|
| פורמט: | Online |
| שפה: | eng |
| יצא לאור: |
Portal de Periódicos Eletrônicos da UFRN
|
| גישה מקוונת: | https://periodicos.ufrn.br/ambiente/article/view/29387 |
| תגים: |
הוספת תג
אין תגיות, היה/י הראשונ/ה לתייג את הרשומה!
|