An empirical evaluation of value at risk and expected shotìrtfall models during the 1997-98 Asian financial crisis
Zhang, Hui (A.A. 2018/2019) An empirical evaluation of value at risk and expected shotìrtfall models during the 1997-98 Asian financial crisis. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Paolo Porchia, pp. 63. [Master's Degree Thesis]
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Abstract/Index
Value at risk, a theoretical framework. VaR methods: parametric approaches. An empirical analysis of value at risk during the 1997-98 Asian financial crisis.
References
Bibliografia: pp. 62-63.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77) |
| Chair: | Asset pricing |
| Thesis Supervisor: | Porchia, Paolo |
| Thesis Co-Supervisor: | Pirra, Marco |
| Academic Year: | 2018/2019 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 24 Mar 2020 07:53 |
| Last Modified: | 24 Mar 2020 07:53 |
| URI: | https://tesi.luiss.it/id/eprint/26054 |
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