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Filtro per: Creatore Malfas, Gregory P. Parola chiave Portfolio Risk

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

Parola chiave:

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

Creatore:

Malfas, Gregory P.

Advisor:

Vermes, Domokos

Editore:

Worcester Polytechnic Institute

data di creazione:

2004-04-30

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences