Vpliv korelacij na izračun tvegane vrednosti portfelja pri trgovanju z energenti : magistrsko delo

Kajba, Klemen (author), Zorić, Jelena (mentor)

• Language: Slovenian
• Keywords: EU, energetika, obvladovanje tveganj, korelacije, portfolio, vrednostni papirji, trgovanje
• Work type: Master's thesis/paper
• Typology: 2.09 - Master's Thesis
• Organization: EF - School of Economics and Business
• Place of publishing: Ljubljana
• Publisher: K. Kajba
• Year: 2024
• Number of pages: IV, 65, 3 str.
• PID: 20.500.12556/RUL-163302
• UDC: 620.9
• COBISS.SI-ID: 203283459
• Publication date in RUL: 04.10.2024

Secondary language

• Language: English
• Title: The impact of correlations on the calculation of portfolio value at risk in trading with energy commodities
• Keywords: EU, energetics, risk management, correlations, portfolio, securities, trading