Hammoudeh, Shawkat; Malik, Farooq; McAleer, Michael - Department of Economics and Finance, College of … - 2010
explores the corresponding risk management implications for market risk and hedging. Value-at-Risk (VaR) is used to analyze the … downside market risk associated with investments in precious metals, and to design optimal risk management strategies. We …-parametric Filtered Historical Simulation approach. Different risk management strategies are suggested, and the best approach for …