COMPARISON BETWEEN VALUE AT RISK AND ADJUSTED EXPECTED SHORTFALL: A NUMERICAL ANALYSIS
Loss risk is one of the variable that always appears in every kind of investment. On stock asset investments, the characteristics of the risk of loss is uncertain, this means that losses can occur at any time with a value that cannot be determined certainly. From this condition, investors must manag...
| 出版年: | Barekeng |
|---|---|
| 主要な著者: | , |
| フォーマット: | 論文 |
| 言語: | 英語 |
| 出版事項: |
Universitas Pattimura
2023-09-01
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| 主題: | |
| オンライン･アクセス: | https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/8026 |