Applying Dynamic Risk Management Technique for Passively Invested Portfolio

被引：0

作者：

Ludhiyani, Arpit ^{[1
]}

Joshi, Satyadhar ^{[2
]}

Pathak, Riya ^{[3
]}

Parandkar, Parag ^{[4
]}

Katiyal, Sumant ^{[5
]}

机构：

[1] SMU, Indore, Madhya Pradesh, India

[2] Qcfinance In, Indore, Madhya Pradesh, India

[3] ATC, Indore, Madhya Pradesh, India

[4] DAVV, Indore, Madhya Pradesh, India

[5] DAVV, SOE, Indore, Madhya Pradesh, India

来源：

2015 2ND INTERNATIONAL CONFERENCE ON COMPUTING FOR SUSTAINABLE GLOBAL DEVELOPMENT (INDIACOM) | 2015年

关键词：

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Reduction in the number of recessions have started a new concept known as Dynamic Risk Overlay concept. It was initiated after rise in overall systematic risks. We have proposed different methods that can be used as a source to provide hedging strategies in case of risks. VAR calculations are an important aspect to be considered while assessing the risks that a portfolio might encounter. We have implemented the calculations, costs on MATLAB. We have covered all the risk factors that a portfolio could face in different scenarios in this research.

引用

页码：661 / 666

页数：6

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