Browsing by Subject "Valor en riesgo"
Now showing items 1-2 of 2
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Trayectorias óptimas de inversión durante el ciclo de vida en un sistema de multifondos
(Universidad ESAN. ESAN Ediciones , 2013-12-30 )Taking into account the new Colombian multi-funds scheme of the Individual Benefits Plan, an analysis was made through the application of stochastic and actuarial tools with the purpose of determining the moment in which ...acceso abierto
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Value-at-risk predictive performance: a comparison between the CaViaR and GARCH models for the MILA and ASEAN-5 stock markets
(Universidad ESAN. ESAN Ediciones , 2021-12-19 )Purpose. This paper tests the accuracies of the models that predict the Value-at-Risk (VaR) for the Market Integrated Latin America (MILA) and Association of Southeast Asian Nations (ASEAN) emerging stock markets during ...acceso abierto