Essays about: "Components Value at Risk CVaR"

Found 1 essay containing the words Components Value at Risk CVaR.

  1. 1. A Comparative Risk Analysis of Bangladesh in the SAARC Region: A Study of Value at Risk

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Md Tazul Islam; [2015]
    Keywords : Value at Risk VaR ; Incremental Value at Risk IVaR ; Components Value at Risk CVaR ; Bangladesh; DSE; SAARC; Business and Economics;

    Abstract : The aim of this study is to find out how much more risky the stock market of Bangladesh is compared to the other South Asian Association of Regional cooperation (SAARC) countries and investigate the role of it in this region from risk perspective. Bangladesh is one of the potential markets for investment among the eight countries of SAARC. READ MORE