Portfolio Construction Based on Implied Correlation Information and Value at Risk

Portfolio Construction Based on Implied Correlation Information and Value at Risk

dc.creatorRogel - Salazar, Jesús
dc.creatorTella, Roberto
dc.date.accessioned2021-07-14T19:26:30Z
dc.date.accessioned2021-07-14T22:05:55Z
dc.date.accessioned2023-07-03T21:51:53Z
dc.date.available2021-07-14T19:26:30Z
dc.date.available2021-07-14T22:05:55Z
dc.date.available2023-07-03T21:51:53Z
dc.date.created2021-07-14T19:26:30Z
dc.date.created2021-07-14T22:05:55Z
dc.identifierhttps://hdl.handle.net/20.500.12104/83198
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/7242997
dc.publisherUniversidad de Guadalajara
dc.rightsDerechos de autor 2016 EconoQuantum
dc.source2007-9869
dc.source1870-6622
dc.sourceEconoQuantum; Vol. 12 Núm. 1 Primer semestre 2015 First semester; 125-144
dc.sourceEconoQuantum; Vol. 12 Núm. 1 Primer semestre 2015 First semester; 125-144
dc.subjectImplied correlation
dc.subjectValue at Risk
dc.subjectVaR
dc.subjectPortfolio construction
dc.subjectRisk
dc.subjectG11
dc.subjectC60
dc.subjectD81
dc.subjectImplied correlation
dc.subjectValue at Risk
dc.subjectVaR
dc.subjectPortfolio construction
dc.subjectRisk
dc.subjectG11
dc.subjectC60
dc.subjectD81
dc.titlePortfolio Construction Based on Implied Correlation Information and Value at Risk
dc.titlePortfolio Construction Based on Implied Correlation Information and Value at Risk
dc.typeinfo:eu-repo/semantics/article
dc.typeinfo:eu-repo/semantics/publishedVersion


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