THE SENSITIVITY OF CONDITIONAL VALUE AT RISK WITH RESPECT TO PARAMETERS OF PORTFOLIO RETURN

Bachelor's

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Bibliographic Details
Main Author: SUCITRO DWIJAYANA SIDHARTA
Other Authors: MATHEMATICS
Published: 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/203840
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Institution: National University of Singapore
id sg-nus-scholar.10635-203840
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spelling sg-nus-scholar.10635-2038402021-10-20T01:50:06Z THE SENSITIVITY OF CONDITIONAL VALUE AT RISK WITH RESPECT TO PARAMETERS OF PORTFOLIO RETURN SUCITRO DWIJAYANA SIDHARTA MATHEMATICS NG WEE SENG Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-20T01:23:46Z 2021-10-20T01:23:46Z 2014 SUCITRO DWIJAYANA SIDHARTA (2014). THE SENSITIVITY OF CONDITIONAL VALUE AT RISK WITH RESPECT TO PARAMETERS OF PORTFOLIO RETURN. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203840
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
SUCITRO DWIJAYANA SIDHARTA
author SUCITRO DWIJAYANA SIDHARTA
spellingShingle SUCITRO DWIJAYANA SIDHARTA
THE SENSITIVITY OF CONDITIONAL VALUE AT RISK WITH RESPECT TO PARAMETERS OF PORTFOLIO RETURN
author_sort SUCITRO DWIJAYANA SIDHARTA
title THE SENSITIVITY OF CONDITIONAL VALUE AT RISK WITH RESPECT TO PARAMETERS OF PORTFOLIO RETURN
title_short THE SENSITIVITY OF CONDITIONAL VALUE AT RISK WITH RESPECT TO PARAMETERS OF PORTFOLIO RETURN
title_full THE SENSITIVITY OF CONDITIONAL VALUE AT RISK WITH RESPECT TO PARAMETERS OF PORTFOLIO RETURN
title_fullStr THE SENSITIVITY OF CONDITIONAL VALUE AT RISK WITH RESPECT TO PARAMETERS OF PORTFOLIO RETURN
title_full_unstemmed THE SENSITIVITY OF CONDITIONAL VALUE AT RISK WITH RESPECT TO PARAMETERS OF PORTFOLIO RETURN
title_sort sensitivity of conditional value at risk with respect to parameters of portfolio return
publishDate 2021
url https://scholarbank.nus.edu.sg/handle/10635/203840
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