When it comes to managing a portfolio with hundreds of millions or billions of dollars, it’s important to have a firm handle on risk. Specifically, fund managers need to calculate the Value at Risk ...
Citations: Jagannathan, Ravi, Zhenyu Wang. 1996. The Conditional CAPM and the Cross-Section of Expected Returns. Journal of Finance. (1)3-53.
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback