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- W1978692796 abstract "This study examines the performance of 5 Value-at-Risk (VaR) methods in the context of investment portfolio management. A comparative analysis reveals that testing methods give similar risk assessment values and the choice of proper time horizon and observation period plays a more important role than the choice of method." @default.
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- W1978692796 date "2013-01-01" @default.
- W1978692796 modified "2023-10-18" @default.
- W1978692796 title "Quantitative risk assessment of hypothetic investment portfolio : the case of the Baltic States" @default.
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- W1978692796 doi "https://doi.org/10.7220/aesr.1822.7996.2013.7.2.6" @default.
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