Portfolio optimization with VaR approach: A comparative analysis for Japan, London, New York and India
Risk managers use various types of techniques to estimate different kinds of risk and ways to minimize its impact. VaR which stands for Value at Risk is one of those techniques. Various new methods for calculation of VaR have been developed. In this study, four techniques of VaR estimations have bee...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
General Association of Economists from Romania
2020-12-01
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| Series: | Theoretical and Applied Economics |
| Subjects: | |
| Online Access: |
http://store.ectap.ro/articole/1506.pdf
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