Backtesting portfolio value‐at‐risk with estimated portfolio weights (Q5135314)
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scientific article; zbMATH DE number 7276150
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backtesting portfolio value‐at‐risk with estimated portfolio weights |
scientific article; zbMATH DE number 7276150 |
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Backtesting portfolio value‐at‐risk with estimated portfolio weights (English)
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20 November 2020
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backtesting
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portfolio
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estimation risk
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forecast evaluation
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risk management
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value-at-risk
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