Applying Conditional Value at Risk to Evaluate the Level of Risk In (Global X U.S. Infrastructure Development Index)
Economic Perspectives - Challenges, Strategies, and Policy Implications: 37ECO 2021
This article discusses using value at risk and conditional value at risk to evaluate the levels of risk in infrastructure index and top five companies included in this index and other two American indexes in the financial market (S&P 500 and Dow Jones Industrial Average).…