In search of robust methods for multi-currency portfolio construction by value at risk (Q1732977)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | In search of robust methods for multi-currency portfolio construction by value at risk |
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In search of robust methods for multi-currency portfolio construction by value at risk (English)
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26 March 2019
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value at risk
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historical simulation
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variance-covariance approach
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Monte-Carlo simulation
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multi-currency portfolio
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