Value-at-Risk (VaR): Impact on Asset Allocation Decision and Portfolio Performance

By Aminu Ado

Contemporarily, the sophistication of financial markets coupled with possibilities of high volatilities, thinning of margin and shareholder value erosion have necessitated the search for a model that... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3838381807
• ISBN13: 9783838381800
• Release Date: July 2010
• Publisher: LAP Lambert Academic Publishing
• Length: 88 Pages
• Weight: 0.31 lbs.
• Dimensions: 0.2" x 6.0" x 9.0"