The Best Methodology of Estimation of Value-at-Risk in Iranian Mutual Funds
The considerable increase of mutual funds in recent years drove supervising and controlling organizations of these funds to impose some risk management directives based on value-at-risk. However the concept’s flexibility raises many questions concerning the choice of the most accurate and suitable e...
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| Format: | Article |
| Language: | fas |
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University of Isfahan
2018-04-01
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| Series: | Journal of Asset Management and Financing |
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| Online Access: | https://amf.ui.ac.ir/article_21353_02ea405047840d54ad1e57dbb2ec42a7.pdf |