rachev-ratio

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vladislavpyatnitskiy / Risk-Management-Analytics
Essential techniques to assess financial risks
risk-analysis risk-management risk-modelling monte-carlo-simulation value-at-risk altman-z-score conditional-value-at-risk cvar expected-shortfall mvar portfolio-risk var multi-asset-value-at-risk rachev-ratio avar variance-covariance historical-var
Language:R 1