Now showing items 1-1 of 1

    • Applying Conditional Value At Risk In Optimizing Portfolios 

      Vu, Hoang Anh Thu (2020)
      Value at Risk (VaR) & Conditional Value at Risk (CVaR) is a portfolio risk assessment method, but CVaR is a more accurate and advanced risk identification than VaR. In this thesis, we will briefly introduce VaR the ...