Free Open Access article available: "Enhancing portfolio risk management: a comparative study of parametric, non-parametric, and Monte Carlo methods, with VaR and percentile ranking"

The following paper, "Enhancing portfolio risk management: a comparative study of parametric, non-parametric, and Monte Carlo methods, with VaR and percentile ranking" (International Journal of Business and Emerging Markets 16(3) 2024), is freely available for download as an open access article.

It can be downloaded via the full-text link available here.