Volatility measures: the use of VaR in portfolio optimization

Zingone, Giovanni Corrado (A.A. 2009/2010) Volatility measures: the use of VaR in portfolio optimization. Tesi di Laurea in Asset management, LUISS Guido Carli, relatore Mauro Micillo, pp. 203. [Master's Degree Thesis]

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Abstract/Index

The risk management. Value at risk. Portfolio optimization under Value at risk constraints.

References

Bibliografia: pp. 200-203.

Thesis Type: Master's Degree Thesis
Institution: LUISS Guido Carli
Degree Program: Master's Degree Programs > Master's Degree Program in General Management, english language (84/S)
Chair: Asset management
Thesis Supervisor: Micillo, Mauro
Thesis Co-Supervisor: Barone, Emilio
Academic Year: 2009/2010
Session: Extraordinary
Uncontrolled Keywords: VAR. Volatility. Portfolio optimization.
Deposited by: Maria Teresa Nisticò
Date Deposited: 12 Apr 2013 16:07
Last Modified: 11 Apr 2017 09:53
URI: https://tesi.luiss.it/id/eprint/9531

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