THE RISK MEASURE BASED ON THE VALUE-AT-RISK EFFICIENT FRONTIER

Bachelor's

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Bibliographic Details
Main Author: CHENG YU
Other Authors: MATHEMATICS
Published: 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/203861
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-2038612021-10-20T01:50:06Z THE RISK MEASURE BASED ON THE VALUE-AT-RISK EFFICIENT FRONTIER CHENG YU MATHEMATICS LOU JIANN HUA Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-20T01:24:05Z 2021-10-20T01:24:05Z 2014 CHENG YU (2014). THE RISK MEASURE BASED ON THE VALUE-AT-RISK EFFICIENT FRONTIER. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203861
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
CHENG YU
author CHENG YU
spellingShingle CHENG YU
THE RISK MEASURE BASED ON THE VALUE-AT-RISK EFFICIENT FRONTIER
author_sort CHENG YU
title THE RISK MEASURE BASED ON THE VALUE-AT-RISK EFFICIENT FRONTIER
title_short THE RISK MEASURE BASED ON THE VALUE-AT-RISK EFFICIENT FRONTIER
title_full THE RISK MEASURE BASED ON THE VALUE-AT-RISK EFFICIENT FRONTIER
title_fullStr THE RISK MEASURE BASED ON THE VALUE-AT-RISK EFFICIENT FRONTIER
title_full_unstemmed THE RISK MEASURE BASED ON THE VALUE-AT-RISK EFFICIENT FRONTIER
title_sort risk measure based on the value-at-risk efficient frontier
publishDate 2021
url https://scholarbank.nus.edu.sg/handle/10635/203861
_version_ 1715201338835468288