Results 191 to 200 of about 424,806 (227)

Value-At-Risk (Var) And Extreme Value Theory (Evt)

2003
Over the past decade or so the concept of Value-at-Risk (VaR) as a risk-management tool has steadily become more and more prominent in the asset-management community. As the concept has increased in sophistication over the years, it has developed from an academic exercise to a viable risk management tool.
openaire   +1 more source

A study on price volatility in the aquaculture market using value-at-Risk (VaR)

, 2017
R. E. Dahl
semanticscholar   +1 more source

Assessing dependence between financial market indexes using conditional time-varying copulas: applications to Value at Risk (VaR)

, 2014
Osvaldo C. Silva Filho, F. Ziegelmann, Michael J. Dueker   +2 more
semanticscholar   +1 more source

The Mekong—applications of value at risk (VaR) and conditional value at risk (CVaR) simulation to the benefits, costs and consequences of water resources development in a large river basin

, 2007
R. B. Webby, P. Adamson, J. Boland, P. Howlett, A. Metcalfe, J. Piantadosi   +5 more
semanticscholar   +1 more source

Value-at-Risk (VaR)

2023
openaire   +1 more source

Introducción al Valor en Riesgo (VaR) (An Introduction to Value at Risk VaR)

, 2015
Juan Mascareñas
semanticscholar   +1 more source

Value At Risk (Var) As A Market Risk Measure

Montenegrin Journal of Economics, 2010
Market risk is the potential loss on investment due to fluctuations in the market value of traded position that cannot be hedged or diversified away. Value at Risk (VAR) is a standard measure of market risk, adopted by all financial market participants. Its use in risk management is a legal and regulatory requirement.
openaire   +1 more source

Value at Risk (VaR) and Risk Measures

, 2008
C. Schmitt, R. Zagst
semanticscholar   +1 more source

A Personal Data Value at Risk (Pd-VaR) Approach

Journal of Research Innovation and Technologies (JoRIT)
What if the main data protection vulnerability is risk management? Data Protection merges three disciplines: data protection law, information security, and risk management. Nonetheless, very little research has been made in the field of data protection risk management, where subjectivity and superficiality are the dominant state of the art.
openaire   +1 more source

VALUE AT RISK (VaR): CONCEPTUAL DEVELOPMENT PROCESS, IMPLEMENTATION AND EVALUATION

2023
Risk yönetiminin son derece önemli olduğu günümüzde, VaR bazlı risk ölçüm yöntemlerinin ne kadar doğru sonuç verdiği hususu uzun zamandır tartışılmaktadır. 1990'lı yıllardan beri süregelen bu tartışmanın dozu, 2008 yılında yaşanan küresel finansal kriz sonrasında iyice artmıştır.
openaire   +1 more source