Open AccessExpansion of Stock Portfolio Risk Analysis Using Hybrid Monte Carlo-Expected Tail Loss
Author(s) -
Wisnowan Hendy Saputra,
Ika Safitri
Publication year - 2022
Publication title -
jurnal varian
Language(s) - English
Resource type - Journals
ISSN - 2581-2017
DOI - 10.30812/varian.v5i2.1813
Subject(s) - portfolio , monte carlo method , econometrics , portfolio optimization , rate of return on a portfolio , expected shortfall , stock (firearms) , economics , mathematics , financial economics , statistics , engineering , mechanical engineering