Portfolio optimization using Single Index Model and historical Value at Risk (VaR) and Tail Value at Risk (TVaR):An empirical study on the Standard and Poor’s Sri Lanka 20 (S&P SL20)
DOI: https://doi.org/10.4038/jmtr.v11i1.150 | Journal eISSN: 3051-5262
Language: English
Page range: 172 - 187
Published on: Jun 30, 2026
Published by: Faculty of Graduate Studies (FGS), University of Kelaniya
In partnership with: Paradigm Publishing Services
Keywords:
© 2026 W. A. A. H. Wijepala, M. H. M. N. Perera, A. W. S. P. Karunarathne, published by Faculty of Graduate Studies (FGS), University of Kelaniya
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.