SENSITIVITY OF VAR AND CVAR TO PORTFOLIO RETURN CHARACTERISTICS

Bachelor's

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Bibliographic Details
Main Author: JASMINE LIM DAI MIN
Other Authors: MATHEMATICS
Published: 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/202529
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-2025292021-10-12T09:58:24Z SENSITIVITY OF VAR AND CVAR TO PORTFOLIO RETURN CHARACTERISTICS JASMINE LIM DAI MIN MATHEMATICS LOU JIANN HUA Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-11T01:33:58Z 2021-10-11T01:33:58Z 2017 JASMINE LIM DAI MIN (2017). SENSITIVITY OF VAR AND CVAR TO PORTFOLIO RETURN CHARACTERISTICS. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/202529
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
description Bachelor's
author2 MATHEMATICS
author_facet MATHEMATICS
JASMINE LIM DAI MIN
author JASMINE LIM DAI MIN
spellingShingle JASMINE LIM DAI MIN
SENSITIVITY OF VAR AND CVAR TO PORTFOLIO RETURN CHARACTERISTICS
author_sort JASMINE LIM DAI MIN
title SENSITIVITY OF VAR AND CVAR TO PORTFOLIO RETURN CHARACTERISTICS
title_short SENSITIVITY OF VAR AND CVAR TO PORTFOLIO RETURN CHARACTERISTICS
title_full SENSITIVITY OF VAR AND CVAR TO PORTFOLIO RETURN CHARACTERISTICS
title_fullStr SENSITIVITY OF VAR AND CVAR TO PORTFOLIO RETURN CHARACTERISTICS
title_full_unstemmed SENSITIVITY OF VAR AND CVAR TO PORTFOLIO RETURN CHARACTERISTICS
title_sort sensitivity of var and cvar to portfolio return characteristics
publishDate 2021
url https://scholarbank.nus.edu.sg/handle/10635/202529
_version_ 1715201123678158848