GRAW VE EWMA ile RİSKE MARUZ DEĞER: ALTIN GETİRİSİ İÇİN BİR UYGULAMA
Depending on changes İn market prices or rates of return of a portfolio, the maximum amount of value that a portfolio could lose over a given period of a time with a given probability is determined by Value at risk (VaR) The concept is very appealing in financial markets because depending to mean-v...
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| Auteur principal: | |
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| Format: | Artigo |
| Langue: | Inglês |
| Publié: |
İstanbul University-Cerrahpasa
2021-04-01
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| Collection: | Journal of Business Administration and Social Studies |
| Sujets: | |
| Accès en ligne: | https://j-ba-socstud.org/index.php/pub/article/view/44 |
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