Zobrazeno 1 - 1
of 1
pro vyhledávání: '"A. Е. Barysheva"'
Publikováno v:
Российский технологический журнал, Vol 8, Iss 2, Pp 67-84 (2020)
The study aims to assess the impact of violation of the assumption about normality of the investment portfolio returns on its risk measures. The article is focused on the Value at Risk (VaR) metric required by major regulatory authorities for bank ri
Externí odkaz:
https://doaj.org/article/0290540b550447b5979b7407982f6fb9
