Risk Value of a Portfolio of Fixed Income Instruments

To demonstrate the loss of an asset from a portfolio of bonds that are listed on the stock market, this research is based on VAR (asset risk value) models, a technique that allows knowing the profitability of a financial asset. a portfolio of bonds of listed companies, the model will determine the r...

• Autor principal: Rendón Guerra, Gina (author)
• Altres autors: Carreño Rendón, Roberto (author)
• Format: article
• Idioma: spa
• Publicat: 2021
• Matèries: Parámetros; Prueba de espalda; Instrumentos financieros; Bonos; Grados de inversión; Pareametrics; Backsting; Financial instruments; Bons; Investment grade
• Accés en línia: https://revistas.uteq.edu.ec/index.php/csye/article/view/440