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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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2017
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| Online Access: | 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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| Institution: | Singapore Management University |
| Language: | English |
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