Showing 1 - 5 of 5
Persistent link: https://www.econbiz.de/10001231215
Persistent link: https://www.econbiz.de/10008822010
Persistent link: https://www.econbiz.de/10011941242
Persistent link: https://www.econbiz.de/10012225269
Value at Risk (VaR) is defined as the worst expected loss under normal market conditions over a specific time interval at a given confidence level. Given the widespread usage of VaR, it becomes increasingly important to study the effects of the portfolio optimization subject to the VaR...
Persistent link: https://www.econbiz.de/10013123438