Essays about: "Tim Herzig"
Found 1 essay containing the words Tim Herzig.
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi
Abstract : New financial regulations have constantly forced market participants to adapt to changing rules. Recent regulatory iterations require them to focus on tail risk in portfolios of financial assets. One metric to quantify tail risk in portfolios is the Conditional Value-at-Risk (cVaR). READ MORE