Comparative Study of Portfolio Risk Management
The article suggests a new method for portfolio risk management and capital allocation, combining value-at-risk with other statistical measures, proving its effectiveness in reducing potential portfolio losses.
Featured in No. 43 on 3 Apr 2024 ·
- Released
- 1 Nov 2023
- First featured
- No. 43 · 3 Apr 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4779957
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