Sökning: "Mattias Letmark"
Hittade 1 uppsats innehållade orden Mattias Letmark.
1. Robustness of Conditional Value-at-Risk (CVaR) for Measuring Market Risk
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : In this thesis the risk measure Conditional Value-at-Risk (CVaR) is studied in terms of robustness and whether it is an unbiased measure. The scope of the study is market risk. LÄS MER
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