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...
| Main Authors: | , , |
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| Format: | Article |
| Language: | Portuguese |
| Published: |
Universidade Federal do Rio Grande do Norte
2022-07-01
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| Series: | Revista Ambiente Contábil |
| Subjects: | |
| Online Access: | https://periodicos.ufrn.br/ambiente/article/view/29387 |