Methods, Theories and Models to Measure Market Risk Of the Portfolio Of Shares
In terms of a portfolio of shares, market risk is caused by the price change measures under discussion and that is why it is important to consider carefully the historical evolution of prices in order to be able to determine if there is a certain cyclical trend that may affect the portfolio in the f...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Romanian National Institute of Statistics
2013-09-01
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| Series: | Revista Română de Statistică |
| Subjects: | |
| Online Access: | http://www.revistadestatistica.ro/wp-content/uploads/2014/02/RRS_08_2013_a2en.pdf |