Several Sets of Assumptions for the Monte Carlo Simulation for a More Precise Analysis of Enterprise Risk
The traditional methods of risk quantification include a sensitivity analysis, a scenario analysis and a historical simulation. The true nature of risk factors changes is ignored in the traditional 'ceteris paribus' approach to a sensitivity analysis, hence it can be reflected in a scenari...
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| Format: | Article |
| Language: | English |
| Published: |
Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
2019-01-01
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| Series: | Ekonometria |
| Online Access: | https://journals.ue.wroc.pl/eada/article/view/912 |
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