Work

Application of VaR (Value at Risk) method on Belgrade Stock Exchange (BSE) optimal portfolio

Year: 2014

Type: article

Source: CNR Solar (Scientific Open-access Literature Archive and Repository) (Consiglio Nazionale delle Ricerche)

Authors: Siniša Miletić, Boris Korenak, Miloš Lutovac

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2290515313

FWCI:

Cites:

Cited by: 1

Related to: 10