Open AccessHistorical VaR as a stock fund diversification assessment tool
Author(s) -
Victor Amancio de Oliveira,
Rafael Moreira Antônio,
Rafael Confetti Gatsios
Publication year - 2022
Publication title -
revista ambiente contábil
Language(s) - English
Resource type - Journals
ISSN - 2176-9036
DOI - 10.21680/2176-9036.2022v14n2id29387
Subject(s) - diversification (marketing strategy) , portfolio , equity (law) , investment portfolio , business , private equity fund , financial economics , modern portfolio theory , stock (firearms) , capital asset pricing model , economics , actuarial science , econometrics , finance , private equity , marketing , mechanical engineering , political science , law , engineering