The Variance-Covariance Approach to the Estimation of VaR in Stock Portofolios : Theory and Evidence

The Variance-Covariance Approach to the Estimation of VaR in Stock Portofolios Theory and Evidence

Bibliographic Details
Main Author: Martínez, Ferran (-)
Corporate Author: ESADE. Escola Superior d'Administració i Direcció d'Empreses (-)
Other Authors: Forte, Santiago, dir (Conductor)
Format: Thesis
Language:Inglés
Published: 2011
Subjects:
Gestió del risc
Valor (Economia)
Master Thesis
Treballs de fi d'estudis
See on Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991006637159706719

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