Category 3 PRIIP MRM calculation - How to derive risk-neutral returns from the bootstrapped historical simulation returns?

My question is concerned with the commission delegated regulation (EU) 2017/653 (https://eur-lex.europa.eu/legal-content/EN/TXT/PDF/?uri=CELEX:32017R0653&from=EN) on standardizing the...

13 December 2018 9,286 0 View