IIMA Institutional Repository
This Institutional Repository has been created to collect, preserve and distribute the scholarly output of Indian Institute of Management, Ahmedabad. This will work as an important tool to facilitate scholarly communication and preserve the institution knowledge. The Vikram Sarabhai Library is proud to be hosting the repository for the dissemination and preservation of this valuable knowledge resource of the IIMA community.
Browsing by Subject Value at risk (VaR)
Showing results 1 to 3 of 3
| Issue Date | Title | Author(s) |
|---|---|---|
| 2005 | Application of extreme value theory (EVT) to the measurement of risk and asset allocation | Sharma, Mrinal; P., Phanindra |
| 2005 | Investigation into optimal portfolio allocation of stocks having non - normal returns | Subramaniam, Bharathy; Bhowmick, Divyajyoti |
| 2004 | Value at risk for non normally distributed market variables and incorporating event risk | Chandna, Charulata |