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Filtering by: Committee Fischer, Gregory S. Contributor Vermes, Domokos Publisher Worcester Polytechnic Institute

HISTORICAL RISK ASSESSMENT OF A BALANCED PORTFOLIO USING VALUE-AT-RISK

Keyword:

Monte Carlo Simulations, Value-at-risk, and Portfolio Risk

Creator:

Malfas, Gregory P.

Advisor:

Vermes, Domokos

Publisher:

Worcester Polytechnic Institute

Date Created:

2004-04-30

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences