Upper limits of financial risk measures of various degrees of catastrophicity
The question of assessing the magnitude of risks using certain risk measures presents one of the most important problems of modern finance. However, many modern risk measures require considerable effort at times and, in practice, the investor would have sufficient knowledge of the upper limits of th...
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| Format: | Article |
| Language: | Russian |
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Government of the Russian Federation, Financial University
2023-07-01
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| Series: | Финансы: теория и практика |
| Subjects: | |
| Online Access: | https://financetp.fa.ru/jour/article/view/2207 |