Kumaran, Sunitha - In: Cogent economics & finance 10 (2022) 1, pp. 1-32
risk potential in the financial markets. Despite the computational intensity of the downside risk measures, they are very …) has emerged as an industry standard to analyze the market downside risk potential. The approaches used to measure VaR vary …Investors are becoming more sensitive about returns and losses, especially when the investments are exposed to downside …