Granularity adjustment for risk measures: Systematic vs unsystematic risks

نویسندگان
چکیده

منابع مشابه

Granularity adjustment for risk measures: Systematic vs unsystematic risks

The granularity principle [Gordy (2003)] allows for closed form expressions of the risk measures of a large portfolio at order 1/n, where n is the portfolio size. The granularity principle yields a decomposition of such risk measures that highlights the different effects of systematic and unsystematic risks. This paper derives the granularity adjustment of the Value-at-Risk (VaR), the Expected ...

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ژورنال

عنوان ژورنال: International Journal of Approximate Reasoning

سال: 2013

ISSN: 0888-613X

DOI: 10.1016/j.ijar.2013.01.003