Listar por tema "Volatility"
Mostrando ítems 1-2 de 2
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Analysis of investment in financial markets: Markowitz against Value at Risk historical approach
Universitat Jaume I (2019-06-13)This study compares three approaches to portfolio optimization, the approach suggested by Markowitz (1952), and the approach based on employing the historical approach to Value at Risk (VaR), at both the 90% and 95% ... -
Monetary uncertainty and trade in Eastern Europe and Central Asia: A firm-level analysis
Elsevier (2017-06)This paper uses firm-level data to investigate the effects of monetary uncertainty and political instability on the extensive and intensive margins of trade (exports and imports) in Eastern Europe and Central Asia. The ...