Does marginal VaR lead to improved performance of managed portfolios: a study of S\&P BSE 100 and S\&P BSE 200 (Q2216399)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Does marginal VaR lead to improved performance of managed portfolios: a study of S\&P BSE 100 and S\&P BSE 200 |
scientific article |
Statements
Does marginal VaR lead to improved performance of managed portfolios: a study of S\&P BSE 100 and S\&P BSE 200 (English)
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15 December 2020
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marginal value-at-risk
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portfolio optimization
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S\&P BSE 100
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S\&P BSE 200
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