The VaR comparison of the fresh investment tool-BITCOIN with other conventional investment tools, gold, stock exchange (BIST100) and foreign currencies (EUR/USD vs TRL)
In the finance sector, in general, a single VaR method is used for one single portfolio or for all similar portfolios and it hampers the opportunity for comparison. Such shortcoming deriving from trusting one single VaR method results in very incoherent results for the analysis as well as in untrust...
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| Format: | Article |
| Language: | English |
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Alexandru Ioan Cuza University of Iasi
2020-11-01
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| Series: | Eastern Journal of European Studies |
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| Online Access: | https://ejes.uaic.ro/articles/EJES2020_1102_KAR.pdf |