Risk

Clifford S. Ang ()
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Clifford S. Ang: Compass Lexecon

Chapter 4 in Analyzing Financial Data and Implementing Financial Models Using R, 2015, pp 115-159 from Springer

Abstract: Abstract This chapter discusses investment risks. We first demonstrate how to analyze individual security risk and then we analyze portfolio risk.

Keywords: Portfolio Return; Covariance Term; Bond Return; Portfolio Risk; Expected Shortfall (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sptchp:978-3-319-14075-9_4

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DOI: 10.1007/978-3-319-14075-9_4

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