Results 201 to 210 of about 60,954 (219)

8 La Value at Risk (VaR)

2020
openaire   +2 more sources

Risk spillovers between oil and stock markets: A VAR for VaR analysis

Energy Economics, 2019
Danyan Wen, Gang-Jin Wang, Yudong Wang   +2 more
exaly  

Enterprise risk management: a DEA VaR approach in vendor selection

International Journal of Production Research, 2010
Desheng Wu, David L Olson
exaly  

Mean–variance, mean–VaR, and mean–CVaR models for portfolio selection with background risk

Risk Management, 2018
Xu Guo, Raymond H Chan, Wing-Keung Wong   +2 more
exaly  

An evaluation of the effectiveness of Value-at-Risk (VaR) models for Australian banks under Basel III

Australian Journal of Management, 2016
Katherine Uylangco
exaly  

Value at Risk: Parametrisk VaR som risikostyringsredskab

2016
Value at Risk revolutionized risk management ever since J.P Morgan introduced the concept in their RiskMetrics in the 1980s. VaR has changed and improved through the years and today it is an acknowledged tool in risk management and used daily in many financial institutions.Value at Risk measures an estimate of the experienced risk in monetary terms ...
openaire   +1 more source

Interest rate, liquidity, and sovereign risk: derivative-based VaR

Journal of Risk Finance, 2017
Mariya Gubareva, Maria Rosa Borges
exaly  

-VaR and -TVaR for portfolios with mixture of elliptic distributions risk factors and DCC

Insurance: Mathematics and Economics, 2009
Jules Sadefo Kamdem
exaly  

A VaR-based Downside Risk Analysis of Indian Equity Mutual Funds in the Pre- and Post-global Financial Crisis Periods

Journal of Emerging Market Finance, 2019
Soumya Guha Deb
exaly  

Value-at-risk (VAR)

1998
Benninga, S.Z., Wiener, Z.
openaire   +1 more source