PVaR: A New Risk Measure for Financial Investments (Q5049407): Difference between revisions
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Latest revision as of 19:00, 30 July 2024
scientific article; zbMATH DE number 7615520
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PVaR: A New Risk Measure for Financial Investments |
scientific article; zbMATH DE number 7615520 |
Statements
PVaR: A New Risk Measure for Financial Investments (English)
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11 November 2022
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financial investment
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risk measure
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value at risk (VaR)
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period VaR
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stochastic process
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historical simulation
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Monte Carlo simulation
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