Risk Aversion and Value at Risk in Macroeconomic Assets Portfolio: An Approach of Econophysics
Objective: Due to the importance of studing the behavior of asset markets, the risk aversion term and its operational calculation has attracted many researchers. The present study intends to examine this issue by considering a portfolio with three assets in the three markets of stock, currency and...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
Shahid Bahonar University of Kerman
2021-02-01
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| Series: | مجله توسعه و سرمایه |
| Subjects: | |
| Online Access: | https://jdc.uk.ac.ir/article_2698_3fe00b738e9b9a1dd7eccb31793279bd.pdf |