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  • 2007 Enterprise Risk Management Symposium: Integrated Risk Measurement for Portfolio of Various Assets at Continuous Time Horizons
    Symposium: Integrated Risk Measurement for Portfolio of Various Assets at Continuous Time Horizons This ... portfolios consisting of various assets through continuous time horizons. In a simulation, the study shows that ...

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    • Authors: Ng Kah Hwa
    • Date: Mar 2007
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Topics: Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk measurement - ERM