Modelli di portafoglio
Modelli di portafoglio
Modelli di portafoglio
SHOW LESS
Create successful ePaper yourself
Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.
Perchè stimare EL e UL:un esempioActual Portfolio Loss2.00%1.80%1.60%1.40%1.20%1.00%0.80%0.60%0.40%0.20%0.00%Portfolio 1Per<strong>di</strong>taattesa(per<strong>di</strong>ta me<strong>di</strong>a)Tail Risk(per<strong>di</strong>te estreme)Portfolio 2Per<strong>di</strong>ta inattesa(volatilità rispettoalla per<strong>di</strong>ta me<strong>di</strong>a)Year2
Change language