Gallage, D.D.P.; Abeygunawardana, R.A.B.
(Faculty of Science, University of Ruhuna, Matara, Sri Lanka, 2018-02-15)
In this study three different methods are used to measure and compare Value at Risk (VaR) of four different portfolios. Twenty securities which are used to calculate S&P 20 SL index in Colombo Stock Exchange were used to ...