Ken Abbott

WorldQuant University

Place St Charles

201 St Charles Ave #2500

New Orleans, LA 70170

United States

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Scholarly Papers (1)

1.

Beyond Value at Risk for Developing Markets

Number of pages: 19 Posted: 01 Jun 2021
Wroclaw University of Science and Technology, WorldQuant University and WorldQuant University
Downloads 97 (428,528)

Abstract:

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Value-at-Risk; Conditional VaR; Hull-White VaR; Bubble VaR; Python; JTOPI 40, NSE-30.