Zobrazeno 1 - 2
of 2
pro vyhledávání: '"change in conditional value at risk"'
Publikováno v:
مجله دانش حسابداری, Vol 11, Iss 3, Pp 195-225 (2020)
Objective: The purpose of this paper is to estimate the systemic risk of the banking industry, considering the structure of banks' balance sheets in the interbank money market. To do this research, it develops a network model based on banks' balance-
Externí odkaz:
https://doaj.org/article/2b8659ce0fdc49878044fabdd8c0ec48
Publikováno v:
Volume: 65, Issue: 2 175-188
Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics
Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics
In this paper, the portfolio optimization based on CV aR is performed using the dynamic copula model for financial data. Determining thebest model of dependency between financial data has an important role intaking appropriate investment decisions. D
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::dd0d23e0b648da3f0f76aa39a9d00ae4
https://dergipark.org.tr/tr/pub/cfsuasmas/issue/47431/598718
https://dergipark.org.tr/tr/pub/cfsuasmas/issue/47431/598718
