Applying three VaR (value at risk) approaches in measuring market risk of stock portfolio: The case study of VN-30 stocks basket in HOSE
This study examines and applies the three statistical value at risk models including variance-covariance, historical simulation, and Monte Carlo simulation in measuring market risk of VN-30 portfolio of Ho Chi Minh stock exchange (HOSE) in Vietnam stock market and some back-testing techniques in ass...
Gardado en:
| Những tác giả chính: | , |
|---|---|
| Formato: | Artigo |
| Idioma: | English |
| Publicado: |
University of Economics Ho Chi Minh City
2023
|
| Acceso en liña: | http://jabes.ueh.edu.vn/Home/SearchArticle?article_Id=6648383a-73f8-425a-b658-53afe2117bad https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/115542 |
| Các nhãn: |
Engadir etiqueta
Sen Etiquetas, Sexa o primeiro en etiquetar este rexistro!
|
| Thư viện lưu trữ: | Thư viện Trường Đại học Đà Lạt |
|---|