Determining investment risk in an exchange portfolio by using Value at Risk (VaR) method
In optimizing an investment portfolio, the aim is to determine optimal value of per security, where prepares the minimum risk and the maximum return. One of the methods to measure risk of portfolio is Value at Risk (VaR). In the VaR method, risk of securities portfolio is estimated for a time horizo...
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| Format: | Article |
| Language: | fas |
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Allameh Tabataba'i University Press
2007-09-01
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| Series: | Muṭāli̒āt-i Mudīriyyat-i Ṣan̒atī |
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| Online Access: | https://jims.atu.ac.ir/article_4454_1fe177c05aea036e12d4ccfaadee3311.pdf |