Usage of Risk Measures in Management of Investment Portfolios

für 53.10€ kaufen ··· 9783848439966 ··· 1036120882 ···
The main goal of the research `Usage of Risk Measures in Management of Investment Portfolios: Case of Insurance Companies` was to develop an internal investment portfolio management model using risk measures and copulas for Latvian insurance companies. The model satisfies regulatory requirements (under Solvency II regulations) and internal risk management standards, as well as allows dealing with otherwise complex multivariate modeling. The research and empirical study is limited to the usage of Lower Partial Moments (as an example of downside risk measures) and normal, skew normal and skew t-copula and covers time period from January 2000 until December 2010.
Hersteller: LAP Lambert Academic Publishing
Marke: LAP Lambert Academic Publishing
EAN: 9783848439966
Kat: Hardcover/Sozialwissenschaften, Recht, Wirtschaft/Wirtschaft/Betriebswirtschaft
Lieferzeit: Sofort lieferbar
Versandkosten: Ab 20¤ Versandkostenfrei in Deutschland
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5: Ab 20¤ Versandkostenfrei in Deutschland
6: LAP Lambert Academic Publishing
7: Usage of Risk Measures in Management of Investment Portfolios
:::: Hardcover/Sozialwissenschaften, Recht, Wirtschaft/Wirtschaft/Betriebswirtschaft

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···· aufgenommen: 30.07.2020 · 02:30:52
···· & überprüft: 13.11.2020 · 03:58:19

: Measures : Management : Investment : Portfolios :

Usage of Risk Measures in Management of Investment Portfolios

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