Изменена: 2020-06-02
Аннотация
The ultimate goal of risk management is maximizing the value of potential income. Therefore, it assesses with pairs parameters 'risk-return'. This approach explains the use and application of risk assessment tools as a possible risk. In this study, we compared the results of calculations of risk measures VaR, CVaR and Haezendonck-Goovaerts risk measure for identical portfolios and conclusions obtained after these calculations.
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Литература
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