Đang chuẩn bị liên kết để tải về tài liệu:
Risk measurement of index portfolios on financial markets – a copula approach

Không đóng trình duyệt đến khi xuất hiện nút TẢI XUỐNG

In this paper, we propose a method for risk measurement of a portfolio containing indexes on financial markets, including stock and foreign exchange markets. Specifically, copula method is applied to estimate the Value at Risk (VaR) and the Conditional Value at Risk (CVaR) of some optimal portfolios consisting Vietnam stock index VNINDEX, some international stock markets such as the USA, Chinese, Korean, Japanese, French, Australian markets and exchange rates. |

TÀI LIỆU LIÊN QUAN

Risk management and risk management performance measurement in the construction projects of Finland

World oil price shocks in macroeconomic ASEAN +3 countries: Measurement of risk management and decision-making a linear dynamic panel approach

Risk measurement of index portfolios on financial markets – a copula approach

Credit Risk measurement

Validity and reliability of the self-rated fall risk questionnaire in older adults with osteoporosis

Ebook Investment performance measurement: Part 2

Weight bearing versus non-weight bearing ankle dorsiflexion measurement in people with diabetes: A cross sectional study

A risk management proposal to the international contractors industry from the financial perspective

Ebook Managing downside risk in financial markets: Part 1

Abdominal trunk muscle weakness and its association with chronic low back pain and risk of falling in older women
Đã phát hiện trình chặn quảng cáo AdBlock
Trang web này phụ thuộc vào doanh thu từ số lần hiển thị quảng cáo để tồn tại. Vui lòng tắt trình chặn quảng cáo của bạn hoặc tạm dừng tính năng chặn quảng cáo cho trang web này.