ListarGrau en Finances i Comptabilitat por tema "Volatility"
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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% ...