"Expected Shortfall" - Selaus asiasanan mukaanPro gradu -tutkielmat ja diplomityöt
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Performance of the Trading Strategies with Risk Constraints in Finnish Market
(2005)
Pro gradu - tutkielmaThe main aim of this master’s thesis was to compare two risk constraint methodologies Value-at-Risk and Expected Shortfall on the sample of Finnish stocks from the Helsinki Stock Exchange in order to determine a more ...