Browsing by Subject Backtest
Showing results 1 to 3 of 3
| Issue Date | Title | Author(s) | Type | Access Type |
|---|---|---|---|---|
| 12-Jul-2023 | Measuring and managing the value-at-risk of a stocks and bonds portfolio | Cebotari, Radu | Master Thesis | Open Access |
| 3-Oct-2025 | Measuring the value-at-risk of a stocks and bonds portfolio: A comparative analysis of VaR models | Bispo, João Pedro Gomes | Master Thesis | Restricted Access |
| 29-Sep-2025 | Portfolio risk dynamics: Managing value-at-risk across stocks and bonds | Silva, Ricardo Filipe Marques Gomes da | Master Thesis | Open Access |