Value at Risk Based on Fuzzy Numbers
Value at Risk (VaR) has become a crucial measure for decision making in risk management over the last thirty years and many estimation methodologies address the finding of the best performing measure at taking into account unremovable uncertainty of real financial markets. One possible and promising...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-08-01
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| Series: | Axioms |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2075-1680/9/3/98 |