Results 51 to 60 of about 7,521,088 (292)

Value at Risk (VaR)

Mercados y Negocios, 2022
The technique (VaR) is a statistical measure of the risk. It is associated with financial risks related to the high volatility in prices, interest rates, or exchange rates.
Juan Gaytán Cortés
doaj   +1 more source

Duration and Labor Resource Optimization for Construction Projects—A Conditional-Value-at-Risk-Based Analysis

Buildings
The complexity and uncertainty of construction projects contribute to low efficiency in the construction industry. This research applied the Takt-time planning method to optimize the construction working process, and proposed a risk control framework ...
Fan Ding, Min Liu, Simon M. Hsiang, Peng Hu, Yuxiang Zhang, Kewang Jiang   +5 more
doaj   +1 more source

Value-at-Risk

, 2017
The increase in volatilities in world markets has made risk management tools a necessity for understanding and controlling risk exposure.
Mostafa, F, Dillon, T, Chang, E
openaire   +2 more sources

Optimasi Value at Risk Pada Reksa Dana Dengan Metode Historical Simulation Dan Aplikasinya Menggunakan Gui Matlab [PDF]

, 2016
Value at Risk (VaR) is a method used to measure financial risk within a firm or investment portfolio over a specific time period at certain confidence interval level. Historical Simulation is used in this research to compute VaR of stock mutual fund at 5%
Monica, C. (Christa), Tarno, T. (Tarno), Yasin, H. (Hasbi)   +2 more
core  

Improving Value-at-Risk prediction under model uncertainty

, 2020
Several well-established benchmark predictors exist for Value-at-Risk (VaR), a major instrument for financial risk management. Hybrid methods combining AR-GARCH filtering with skewed-$t$ residuals and the extreme value theory-based approach are ...
Peng, Shige, Yang, Shuzhen, Yao, Jianfeng   +2 more
core   +1 more source

Adherence to Protocol Recommendations for Children With Wilms Tumour in Two Consecutive Studies in the United Kingdom and Ireland—Does Variation Matter?

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Background and Aims Wilms tumour (WT) has excellent event‐free and overall survival (OS). However, small differences exist between countries participating in the same international study. This led us to examine variation in adherence to protocol recommendations as a potential contributing factor.
Suzanne Tugnait, R. Al‐Saadi, A. Lopez‐Cortes, K. Dzhuma, M. Oostveen, J. Brok, S. Irtan, M. Weeks, J. Bate, S. Baker, R. Williams, M. Powis, D. Saunders, O. Olsen, T. Watson, S. Shelmerdine, S. Vaidya, L. Howell, C. Duncan, G. M. Vujanic, C. Stiller, G. P. Balchin, T. Chowdhury, K. Pritchard‐Jones   +23 more
wiley   +1 more source

RISK OF INDONESIAN BANKS: AN APPLICATION OF HISTORICAL EXPECTED SHORTFALL METHOD

Buletin Ekonomi Moneter dan Perbankan, 2015
Asian and European crises were witnesses of banks’ vulnerable due to market risks. The Basel Committee requires an internal risk assessment applying Value at Risk (VaR).
Nevi Danila, Bunyamin Bunyamin, Siti Munfaqiroh   +2 more
doaj   +1 more source

Sirolimus for Extracranial Arteriovenous Malformations: A Scoping Review of the Evidence in Syndromic and Non‐Syndromic Cases

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Arteriovenous malformations (AVMs) are rare, high‐flow, vascular anomalies that can occur either sporadically or as part of a genetic syndrome. AVMs can progress with serious morbidity and even mortality if left unchecked. Sirolimus is an mTOR inhibitor that is effective in low‐flow vascular malformations; however, its role in AVMs is unclear.
Will Swansson, Ingrid Winship, Gary Hammerschlag, Laura Scardamaglia   +3 more
wiley   +1 more source

Exploring Entropy-Based Portfolio Strategies: Empirical Analysis and Cryptocurrency Impact

Risks
This study addresses market concentration among major corporations, highlighting the utility of relative entropy for understanding diversification strategies. It introduces entropic value at risk (EVaR) as a coherent risk measure, which is an upper bound
Nicolò Giunta, Giuseppe Orlando, Alessandra Carleo, Jacopo Maria Ricci   +3 more
doaj   +1 more source

The risk analysis of Bitcoin and major currencies: value at risk approach [PDF]

, 2019
Purpose – This study aims to compare investors of major conventional currencies and Bitcoin (BTC) investors by using the value at risk (VaR) method common risk measure. Design/methodology/approach – The paper used a risk analysis named as VaR.
Kahraman, İbrahim Korkmaz, Uyar, Umut
core   +1 more source