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Usage of Risk Measures in Management of Investment Portfolios

Usage of Risk Measures in Management of Investment Portfolios

 

Marketed By :  LAP LAMBERT Academic Publishing   Sold By :  Kamal Books International  
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  • Product Description
 

The main goal of the research Ā«Usage of Risk Measures in Management of Investment Portfolios: Case of Insurance CompaniesĀ» was to develop an internal investment portfolio management model using risk measures and copulas for Latvian insurance companies. The model satisfies regulatory requirements (under Solvency II regulations) and internal risk management standards, as well as allows dealing with otherwise complex multivariate modeling. The research and empirical study is limited to the usage of Lower Partial Moments (as an example of downside risk measures) and normal, skew normal and skew t-copula; and covers time period from January 2000 until December 2010.

Product Specifications
SKU :COC15558
Country of ManufactureIndia
Product BrandLAP LAMBERT Academic Publishing
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-07-24
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