Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Hervé Fraysse"'
This book presents a crisis scenario generator with black swans, black butterflies and worst case scenarios. It is the most useful scenario generator that can be used to manage assets in a crisis-prone period, offering more reliable values for Value
The University of Zurich did some research on features to overcome the weaknesses of the traditional mean variance optimization. Indeed, the mean variance utility function of the Sharpe method is the easiest to implement, but using the second-order m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c988a84cc0385bded40bb1c17a03192b
https://doi.org/10.1016/b978-1-78548-028-7.50003-5
https://doi.org/10.1016/b978-1-78548-028-7.50003-5
For tactical asset management, short-term convictions are needed; usually, a manager has in mind a one-year scenario and an alternate scenario; Solvency II and own risk and solvency assessment (ORSA) set scenario building and risk projection on a hor
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3004dbc780fb5a81d86e0f56363ef06f
https://doi.org/10.1016/b978-1-78548-028-7.50002-3
https://doi.org/10.1016/b978-1-78548-028-7.50002-3