Risk in Financial Transactions and Financial Risk Management
نویسندگان
چکیده
منابع مشابه
Financial Risk Measurement for Financial Risk Management∗
Current practice largely follows restrictive approaches to market risk measurement, such as historical simulation or RiskMetrics. In contrast, we propose flexible methods that exploit recent developments in financial econometrics and are likely to produce more accurate risk assessments, treating both portfoliolevel and asset-level analysis. Asset-level analysis is particularly challenging becau...
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ژورنال
عنوان ژورنال: Procedia - Social and Behavioral Sciences
سال: 2014
ISSN: 1877-0428
DOI: 10.1016/j.sbspro.2014.01.591