Optimality of the minimum VaR portfolio using CVaR as a risk proxy in the context of transition to Basel III: methodology and empirical study
Saved in:
| Date: | 2018 |
|---|---|
| Main Authors: | , , |
| Format: | Article |
| Language: | English |
| Published: |
2018
|
| Series: | Economic annals-XXI |
| Online Access: | http://jnas.nbuv.gov.ua/article/UJRN-0001055262 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Journal Title: | Library portal of National Academy of Sciences of Ukraine | LibNAS |