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
收藏
页码：661 / 666
页数：6
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