Transformation of Various Measures of Financial Risks with their Limitation on Outcomes Associated with Losses
In assessing the risk of investing in various financial assets, risk management focuses on the analysis of the worst possible losses (the right tail of the loss distribution). At the same time, most often, when speaking about losses, it is assumed that losses can, in principle, take on negative valu...
محفوظ في:
| المؤلف الرئيسي: | |
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| التنسيق: | Artigo |
| اللغة: | Russo |
| منشور في: |
Government of the Russian Federation, Financial University
2024-04-01
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| سلاسل: | Финансы: теория и практика |
| الموضوعات: | |
| الوصول للمادة أونلاين: | https://financetp.fa.ru/jour/article/view/2820 |
| الوسوم: |
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