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https://elib.bsu.by/handle/123456789/94047| Title: | Fuzzy Evaluation of the Risk of Investment in Securities in the Portfolio Optimization Problem |
| Authors: | Siniavskaya, O. A. Zhelezko, B. A. |
| Keywords: | ЭБ БГУ::ОБЩЕСТВЕННЫЕ НАУКИ::Информатика |
| Issue Date: | 2007 |
| Publisher: | Minsk: BSU |
| Abstract: | Investment in securities always associates with the risk, but in practice it is enough difficult to evaluate the risk quantitatively. There is no united opinion about quantitative evaluation of the risk in the theory of finance. Two models of the risk evaluation are the most popularized: Value-at-Risk (VaR) model and risk interpretation as standard deviation of the security return. |
| URI: | http://elib.bsu.by/handle/123456789/94047 |
| Appears in Collections: | Section 6. ECONOMETRIC ANALYSIS AND MODELING |
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