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 |