Risk

Clifford S. Ang
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Clifford S. Ang: Compass Lexecon

Chapter Chapter 4 in Analyzing Financial Data and Implementing Financial Models Using R, 2021, pp 103-136 from Springer

Abstract: Abstract This chapter discusses investment risks. We first demonstrate how to analyze individual security risk, and then we analyze portfolio risk. We discuss Value-at-Risk, expected shortfall, and other alternative risk measures.

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sptchp:978-3-030-64155-9_4

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DOI: 10.1007/978-3-030-64155-9_4

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