CORRECTING THE BIASEDNESS OF VALUE-AT-RISK AND CONDITIONAL TAIL EXPECTATION ESTIMATORS
Stocks and Options are investment instruments. Investments are prone to the risk of losses caused by, for example, market risk. The risks of losses need to be measured so that investors may be able to make plans to mitigate the loss. In practice, the variance of the return on investment is often use...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/23611 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |