Essays about: "Polina Kuznetsova"
Found 1 essay containing the words Polina Kuznetsova.
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1. Portfolio Optimization using the Entropic Value-at-Risk: An Investor Preference Approach
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : It is very important for an investor to choose an accurate and effective risk measure when optimizing a portfolio of different assets. Recently, in addition to the standard risk measures such as variance or Value-at-Risk (VaR), more developed risk measures have emerged and one of them is the entropic Value-at-Risk (EVaR). READ MORE
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