Calacualting Value at Risk and Expected Shortfall of Some Statistical Distributions
Value at risk and expected shortfall are the two most popular measures for calculating financial risk. To calculate these measures (Value at risk and expected shortfall) there are many approaches, which can be divided into two main categories; parametric and non-parametric. In parametric approach it...
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| Hlavní autoři: | , , |
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| Médium: | Artigo |
| Jazyk: | Persa |
| Vydáno: |
Ayandegan Institute of Higher Education, Tonekabon,
2018-05-01
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| Edice: | تصمیم گیری و تحقیق در عملیات |
| Témata: | |
| On-line přístup: | https://www.journal-dmor.ir/article_64783_cec0671763f47c8faedad938d199ad48.pdf |
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