Risk analysis of the investment portfolio based on the POT-VaR hybrid model (Q2987296)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6719660
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Risk analysis of the investment portfolio based on the POT-VaR hybrid model |
scientific article; zbMATH DE number 6719660 |
Statements
17 May 2017
0 references
VaR model
0 references
POT model
0 references
investment portfolio
0 references
risk analysis
0 references
0.815387487411499
0 references
0.765233039855957
0 references
0.7605084776878357
0 references
