Value at Risk: A Standard Tool in Measuring Risk : A Quantitative Study on Stock Portfolio
The role of risk management has gained momentum in recent years most notably after the recent financial crisis. This thesis uses a quantitative approach to evaluate the theory of value at risk which is considered a benchmark to measure financial risk. The thesis makes use of both parametric and non...
| Main Authors: | , |
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| Format: | Others |
| Language: | English |
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Umeå universitet, Handelshögskolan vid Umeå universitet
2011
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| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-45303 |