A method to find historical VaR for portfolio that follows S&P CNX Nifty index by estimating the index value
K. V. N. M. Ramesh
| Year of publication: |
2008
|
|---|---|
| Authors: | Ramesh, K. V. N. M. |
| Published in: |
Risk management and value : valuation and asset price. - New Jersey [u.a.] : World Scientific, ISBN 981-277-073-9. - 2008, p. 61-70
|
| Subject: | Finanzsektor | Financial sector | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Risikomaß | Risk measure | Aktienindex | Stock index | Schätzung | Estimation | Indien | India |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003686161