Testing accuracy of beta mapping-based VaR models in calculation of equity portfolio VaR

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dc.contributorAalto-yliopistofi
dc.contributorAalto Universityen
dc.contributor.authorRyhänen, Janne
dc.contributor.departmentHKKK. Lask. Pro gradufi
dc.contributor.schoolKauppakorkeakoulufi
dc.contributor.schoolSchool of Businessen
dc.date.accessioned2020-11-17T13:21:10Z
dc.date.available2020-11-17T13:21:10Z
dc.date.issued2002 
dc.format.mimetypeapplication/pdfen
dc.identifier.urihttps://aaltodoc.aalto.fi/handle/123456789/56143
dc.identifier.urnURN:NBN:fi:aalto-2020111714996
dc.language.isoenen
dc.programme.majorRahoitusfi
dc.rights.accesslevelopenAccess
dc.subject.keywordRahoitusfi
dc.subject.keywordOsakemarkkinatfi
dc.subject.keywordSijoituksetfi
dc.subject.keywordPortfoliofi
dc.subject.keywordRiskifi
dc.subject.keywordArviointifi
dc.titleTesting accuracy of beta mapping-based VaR models in calculation of equity portfolio VaRen
dc.type.okmG2 Pro gradu, diplomityö 
dc.type.ontasotMaster's thesisen
dc.type.ontasotPro gradu -tutkielmafi
dc.type.publicationmasterThesis 
local.aalto.digiauthyes
local.aalto.digifolderAalto_47841
local.aalto.idthes8637
local.aalto.openaccessyes

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