Browsing Bachelor Thesis - Mathematics by Author "Vu, Hoang Anh Thu"
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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 ...