Structuring an optimal portfolio from the Private Bank perspective and measuring the market risk using "Value-at-Risk" Methodology
ABSTRACT An important tool to quantify the market risk of a portfolio is "Value-at-Risk"(VaR) methodology. Consequently, value at risk models will play an increasingly important role within the securities industry, and some securities regulators will increasingly rely on the outputs of th...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English English English English English English English English English English English English English English English English English English English English English English English English English English |
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2008
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| Online Access: | https://eprints.nottingham.ac.uk/21723/ |