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Economic Research-Ekonomska Istraživanja Volume 29, 2016 - Issue 1: Including Special Section: 7th International scientific conference by Juraj Dobrila University of Pula and Istrian Development Agency

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Assessing the accuracy of delta-normal VaR evaluation for Serbian government bond portfolio

Milica ObadovićDDOR Novi Sad a.d.o., Directorate for actuarial jobs, Novi Sad, SerbiaCorrespondence[email protected]

Evica PetrovićThe Faculty of Economics, University of Niš, Niš, Serbia

Nenad VunjakThe Faculty of Economics Subotica, University of Novi Sad, Subotica, Serbia

Mirjana IlićThe College of Tourism, University of Belgrade, Belgrade, Serbia

Pages 475-484 | Received 26 Sep 2013, Accepted 30 Oct 2014, Published online: 13 May 2016

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https://doi.org/10.1080/1331677X.2016.1174391
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Putri Devitasari, Di Asih I Maruddani & Puspita Kartikasari. (2023) PENGARUH KONVEKSITAS TERHADAP SENSITIVITAS HARGA JUAL DAN DELTA-NORMAL VALUE AT RISK (VAR) PORTOFOLIO OBLIGASI PEMERINTAH MENGGUNAKAN DURASI EKSPONENSIAL. Jurnal Gaussian 11:4, pages 532-541.
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Olga Em, Georgi Georgiev, Sergey Radukanov & Mariana Petrova. (2022) Assessing the Market Risk on the Government Debt of Kazakhstan and Bulgaria in Conditions of Turbulence. Risks 10:5, pages 93.
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