New GlueVaR risk measure revolutionizes portfolio diversification in metals market!
The GlueVaR risk measure is a new way to assess investment risk in uncertain markets like non-ferrous metals. Unlike traditional measures, GlueVaR considers both Value-at-Risk and Conditional Value-at-Risk, making it more suitable for portfolio diversification. By combining these two measures, investors can better understand potential losses based on their risk preferences. This new approach helps investors make more informed decisions in volatile markets.