Estimating risks and resolving paradoxes
Professor Lim Kian Guan uses sophisticated mathematical tools to extract information out of options data and provide more accurate risk estimates. See his paper: Portfolio value-at-risk optimization for asymmetrically distributed asset returns
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2017
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sg-smu-ink.smu_research-10262018-03-23T00:44:21Z Estimating risks and resolving paradoxes Singapore Management University Professor Lim Kian Guan uses sophisticated mathematical tools to extract information out of options data and provide more accurate risk estimates. See his paper: Portfolio value-at-risk optimization for asymmetrically distributed asset returns 2017-01-01T08:00:00Z text application/pdf https://ink.library.smu.edu.sg/smu_research/10 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1026&context=smu_research http://creativecommons.org/licenses/by-nc-nd/4.0/ Research@SMU: Connecting the Dots eng Institutional Knowledge at Singapore Management University Finance and Financial Management |
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Finance and Financial Management Singapore Management University Estimating risks and resolving paradoxes |
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Professor Lim Kian Guan uses sophisticated mathematical tools to extract information out of options data and provide more accurate risk estimates.
See his paper: Portfolio value-at-risk optimization for asymmetrically distributed asset returns |
| format |
text |
| author |
Singapore Management University |
| author_facet |
Singapore Management University |
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Singapore Management University |
| title |
Estimating risks and resolving paradoxes |
| title_short |
Estimating risks and resolving paradoxes |
| title_full |
Estimating risks and resolving paradoxes |
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Estimating risks and resolving paradoxes |
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Estimating risks and resolving paradoxes |
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estimating risks and resolving paradoxes |
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Institutional Knowledge at Singapore Management University |
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2017 |
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https://ink.library.smu.edu.sg/smu_research/10 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1026&context=smu_research |
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