کلیدواژه: Systemic Risk,Conditional Value at Risk (Δ؛CoVaR),Systemic Expected Shortfall (SES),Marginal Expected Shortfall (MES),Low Sequence Dependence (LTD)
نویسندگان: Chavoshi Behnam, TEHRANI REZA, Abbassian Ezatollah
ناشر: تحقیقات مالی - Financial Research Journal
Objective The simplest thing that may make an amateur investor invest in a fund is simply to look at the fund’ s return that can be calculated very easily. Capital market experts have always tried to make investors aware of the threat of making judgments merely based on the fund's returns. Me... ادامه
سال:2021
لینک به محتوا با زبان هدف