Analysing Value-At-Risk of Sovereign Bond Investment Portfolio During COVID-19
Analýza hodnota rizika investičného portfólia založeného na emisiách štátnych dlhopisov s použitím variačnej kovariancie a historickej simulácie. Hodnota rizika (Value-at-Risk) portfólia počas pandémie COVID-19 vo vybraných intervaloch spoľahlivosti.
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| Lingua: | inglese |
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