Browsing by Subject "conditional value-at-risk"

Now showing items 1-1 of 1

    • Portfolio optimisation approaches towards investment in the forex market 

      Marudulu, L. (North-West University (South Africa), 2020)
      The study proposes the use of the mean-variance (M-V), semi-mean-absolute deviation (SMAD) and conditional value-at-risk (CVaR) models as measures of risk and reward in the Foreign Ex-change (Forex) Market. The Forex Market ...