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

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Bibliographic Details
Main Author:	SUCITRO DWIJAYANA SIDHARTA
Other Authors:	MATHEMATICS
Format:	Theses and Dissertations
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
record_format	dspace
spelling	sg-nus-scholar.10635-2038402024-10-26T16:15:29Z 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 Thesis 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
format	Theses and Dissertations
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
_version_	1821226381509394432

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

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