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Portfolio optimization with VaR approach : a comparative analysis for Japan, London, New York and India
Bhatia, Parul
;
Gupta, Priya
- In:
Theoretical and applied economics : GAER review
27
(
2020
)
4/625
,
pp. 245-262
Persistent link: https://www.econbiz.de/10012692462
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2
In search of robust methods for multi-currency portfolio construction by value at risk
Tang, Mei-Ling
;
Do, Trung K.
- In:
Asia-Pacific financial markets
26
(
2019
)
1
,
pp. 107-126
Persistent link: https://www.econbiz.de/10012308050
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3
Applying three VaR approaches in measuring market risk of stock portfolio : the case study of VN-30 stock basket in HOSE
Nguyen Quang Thinh
;
Vo Thi Quy
- In:
Journal of economic development
24
(
2017
)
2
,
pp. 90-113
Persistent link: https://www.econbiz.de/10011804846
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4
An evaluation and comparison of Value at Risk and Expected Shortfall
Burdorf, Tom
;
Van Vuuren, Gary
- In:
Investment management and financial innovations
15
(
2018
)
4
,
pp. 17-34
Persistent link: https://www.econbiz.de/10012055643
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