Possibilities of Var Application in Financial Investments
Value at Risk is one of the quantitative methods used in banking and insurance. It is basically a statistical estimate of the worst loss that may occur with a certain probability in a certain future period. The main aim of this paper is application of Value at Risk model to the problem of optimal po...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2020-01-01
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| Series: | SHS Web of Conferences |
| Online Access: | https://www.shs-conferences.org/articles/shsconf/pdf/2020/02/shsconf_glob2020_01014.pdf |