Learn how to calculate Value at Risk (VaR) to effectively assess financial risks in portfolios, using historical, variance-covariance, and Monte Carlo methods.
In this paper, the authors solve the problem of static portfolio allocation based on historical Value at Risk (VaR) by using Genetic Algorithm (GA). VaR is a predominantly used measure of risk of ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results