1
-
1
of
1
results (0.5 seconds)
Sort By:
-
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 ...- 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