Documenti analoghi: Determination of Value at Risk and conditional Value at Risk by assuming elliptical distribution
Autore: Zelinková, Kateřina
Autore: Kresta, Aleš
- Backtesting of portfolio optimization with and without risk-free asset
- International equity portfolio risk modeling: the case of the NIG model and ordinary copula functions
- Determination of Value at Risk and conditional Value at Risk by assuming elliptical distribution
- Posouzení modelů odhadu tržního rizika s využitím DEA přístupu
- Application of GARCH-Copula Model in Portfolio Optimization