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Filtragem por: O Criador Infantino, Shanna Palavra-chave Expected Shortfall

1. Investment Analysis: Evaluating the Loss and Risk of a Stocks and Options Portfolio

Palavra-chave:: Value at Risk, Expected Shortfall, and Loss Distribution
O Criador:: Infantino, Shanna
Advisor:: Blais, Marcel Y.
Editor:: Worcester Polytechnic Institute
Data Criada:: 2012-05-02
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences