Estimating Portfolio Value-at-Risk and Expected Shortfall by Possibility and Necessity Theory
One of the main concerns of investors and financial managers is the way of dealing with investment risk; thus identification, calculation and management of risk are important issues in financial fields. So, in this study, the portfolio value-at-risk and expected shortfall are estimated by considerin...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2017-07-01
|
| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_64809_aa1cae9846a349ce24248cbfa8f4665e.pdf |