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Numerical approximation in the application of Risk Parity with Conditional Value at Risk in case of mixed portfolios Cover

Numerical approximation in the application of Risk Parity with Conditional Value at Risk in case of mixed portfolios

European Journal of Economics, Law and Social Sciences
Volume 7 (2023): Issue 3 (October 2023)
By: Denis Veliu  
Open Access
|Oct 2023

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DOI: https://doi.org/10.2478/ejels-2023-0013 | Journal eISSN: 2519-1284 | Journal ISSN: 2520-0429
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Language: English
Page range: 22 - 34
Published on: Oct 18, 2023
Published by: International Institute for Private, Commercial and Competition Law
In partnership with: Paradigm Publishing Services
Publication frequency: 3 issues per year
Keywords:
Numerical approximation,
application,
Risk Parity,
Conditional Value,
mixed portfolios
Related subjects:
Law,
Law, other,
Linguistics and semiotics,
Semiotics,
Semiotics, other,
Social sciences,
Political science,
Political science, other,
Education,
Education, other

© 2023 Denis Veliu, published by International Institute for Private, Commercial and Competition Law
This work is licensed under the Creative Commons Attribution-NonCommercial 4.0 License.

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