Centred expected shortfall (CES): a traditional asset manager's view on decomposing downside investment risk
E Kroon, MV Hacini, K Somefun - Quantitative Finance, 2023 - Taylor & Francis
Risk driver contributions are key to understanding portfolio risk. Often, this is done by
decomposing portfolio volatility. This is problematic in the presence of non-elliptical …
decomposing portfolio volatility. This is problematic in the presence of non-elliptical …
[PDF][PDF] INVESTIGATING THE SOLVENCY AND SUSTAINABILITY OF SOCIAL SECURITY AND NATIONAL INSURANCE TRUST (SSNIT) THROUGH THE FUNDING …
IJ NUHU - 2019 - academia.edu
Government as part of its primary mandate is to make adequate provision of pension income
to ensure post retirement consumption of goods and services for all citizens. Does SSNIT …
to ensure post retirement consumption of goods and services for all citizens. Does SSNIT …