Results 271 to 280 of about 44,402,255 (305)
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Value at Risk (VAR) in Real Options Analysis
2003Cash flow from operations can be controlled using real options. In this normative paper, we derive numerically in a univariate discrete time model, extension of (Kulatilaka, 1988), the expanded NPV of an industrial investment and, simultaneously, state variable thresholds for the whole life of the project to optimally exercise real options.
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2010
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Value At Risk (Var) As A Market Risk Measure
Montenegrin Journal of Economics, 2010Market 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.
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Value-At-Risk (Var) And Extreme Value Theory (Evt)
2003Over 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.
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Risk Forecasting Using Value at Risk (VaR)
This research analyses weekly stock data gathered from Google Finance over the previous five years to use the Value at Risk (VaR) approach to evaluate the risk exposure of four companies: Apple, Coca-Cola, Amazon, and McDonald's. To visualize the behavior and patterns of these companies' stocks, two crucial graphs were first created: stock price vs ...openaire +1 more source
The diabolical sovereigns/banks risk loop: A VAR quantile design
Journal of Economic Asymmetries, 2020Matteo Foglia
exaly