Bogdan, Sinisa; Baresa, Suzana; Ivanovic, Zoran - In: UTMS journal of economics / University of Tourism and … 6 (2015) 1, pp. 165-175
assets. Three main Value at Risk (VaR) methodologies are decribed and explained in detail: historical method, parametric … portfolio from the Croatian capital market with historical and parametric VaR method, after which the results were compared and …
