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...

• Автор: Rendón Guerra, Gina (author)
• Інші автори: Carreño Rendón, Roberto (author)
• Формат: article
• Мова: spa
• Опубліковано: 2021
• Предмети: Parámetros; Prueba de espalda; Instrumentos financieros; Bonos; Grados de inversión; Pareametrics; Backsting; Financial instruments; Bons; Investment grade
• Онлайн доступ: https://revistas.uteq.edu.ec/index.php/csye/article/view/440