Value at Risk Incorporating Dynamic Portfolio Management

SSRN Electronic Journal
doi 10.2139/ssrn.1932719
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Incorporating Event Risk Into Value-At-Risk

Finance and Economics Discussion Series
2001English

Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models

Quantitative Finance
EconomicsEconometricsFinance
2009English

Value-At-Risk in Portfolio Optimization: Properties and Computational Approach

Journal of Risk
ManagementFinanceStrategy
2005English

Trade Off Between Risk Management, Value Creation and Strategic Alignment in Project Portfolio Management

2014English

Optimal Portfolio Under Non-Extensive Statistical Mechanics and Value-At-Risk Constraints

Acta Physica Polonica A
AstronomyPhysics
2018English

Portfolio Frontiers With Restrictions to Tracking Error Volatility and Value at Risk

Journal of Banking and Finance
EconomicsEconometricsFinance
2012English

Value at Risk in the Formation of Optimal Portfolio on Sharia-Based Stocks

International Journal of Recent Technology and Engineering
EngineeringManagement of TechnologyInnovation
2020English

Value-At-Risk Optimal Policies for Revenue Management Problems

International Journal of Production Economics
ManagementBusinessEconomicsManufacturing EngineeringManagement ScienceIndustrialAccountingEconometricsOperations Research
2015English

Higher Moment Portfolio Management With Downside Risk

American Journal of Social and Management Sciences
2011English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy