Risk Management Report – January 2026: Five-Asset Equity Portfolio
Risk Management report (January 2026) on the market risk profile of a five-asset equity portfolio (MSFT, MU, ASML, NVO, LVMH) using daily data since 2022: 95% VaR and Expected Shortfall, bootstrap Monte Carlo simulations and fat-tail evidence.
- Type
- Other
- Date
- Department
- Global Edge / Risk Management