Portfolio optimization with VaR approach: A comparative analysis for Japan, London, New York and India

Risk managers use various types of techniques to estimate different kinds of risk and ways to minimize its impact. VaR which stands for Value at Risk is one of those techniques. Various new methods for calculation of VaR have been developed. In this study, four techniques of VaR estimations have bee...

Full description

Bibliographic Details
Main Authors: Parul BHATIA, Priya GUPTA
Format: Article
Language:English
Published: General Association of Economists from Romania 2020-12-01
Series:Theoretical and Applied Economics
Subjects:
Online Access: http://store.ectap.ro/articole/1506.pdf