Results 41 to 50 of about 50,970 (142)
IEEE AccessThis paper studies new deterministic optimization models for wireless network design based on the Independent Dominating Set (IDS) structure. We first present deterministic formulations of the IDS and then extend them with risk-aware objectives using ...
Pablo Adasme
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PENGUKURAN VALUE AT RISK PADA ASET TUNGGAL DAN PORTOFOLIO DENGAN SIMULASI MONTE CARLO
Media Statistika, 2009 Value at Risk (VaR) is the established standard for measuring market risk. VaR measures the worst expected loss under normal market conditions over a specific time interval at a given confidence level. A VaR statistic has three components: a time period,
Di Asih I Maruddani, Ari Purbowati
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PERHITUNGAN VALUE AT RISK DENGAN PENDUGA VOLATILITAS STOKASTIK HESTON
E-Jurnal Matematika, 2018 Value at risk is a method that measures financial risk of an security or portfolio. The aims of the research is to find out the value at risk of an exchange rate using the Heston stochastic volatility model. Heston model is a strochastic volatility model
DESAK PUTU DEVI DAMIYANTI +2 more
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Systemic risk in Taiwan stock market
Journal of Business Economics and Management, 2012 Recent financial crises resulted from systemic risk caused by idiosyncratic distress. In this research, taking Taiwan stock market as an example and collecting data from 2000 to 2010 which contained the 2001 dot-com bubble and the 2007–2009 financial ...
Her-Jiun Sheu, Chien-Ling Cheng
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Machine learning-based dynamic risk measurement for white sugar futures under geopolitical risks
Frontiers in PhysicsFutures, as significant financial derivatives, play a crucial role in financial markets by fulfilling price discovery functions and providing efficient risk hedging tools.
Zihao Qiu +4 more
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VALUE-AT-RISK (VaR) FOR LQ – 45 COMPANIES
Journal of Applied Finance & Accounting, 2011 This paper offers a new measurement of risk, Value-at-Risk (VaR) for LQ-45 index in Indonesian Stock Exchange (ISX). Basic finance uses standard deviation in measuring and quantifying the risks. This paper uses VaR as a risk measure by using historical and analytical methods.
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Risk management in investment funds – methods and effectiveness in 2007-2024
Nowoczesne Systemy ZarządzaniaResearch objectives and hypothesis/research questions The study aims to determine the impact of risk management on the long-term quality of funds and to identify the role of technological innovations in this process.
Karol Nowicki
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THE STEERING TOOL OF FINANCIAL INSTITUTIONS: CREDIT VAR (VALUE AT RISK) [PDF]
Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie, 2015 In order to determine the economic capital, in terms of internal management or of application of regulations, financial institutions need to model the probability of future losses on a loan portfolio.
BĂRBULESCU MARINELA +2 more
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Assessment of credit risk using value at risk (VAR).
Journal of Administration and EconomicsThe purpose of this study is to assess the credit risk of a group of Iraqi banks between (2005 and 2018). The quantitative analysis was carried out by looking at a scale, one of which is the closest to modern indicators (VAR). Then an effective comparison of the study sample banks was made.
null امنه طعمه جبر +1 more
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Risk Analysis for Sustainability of Oil Palm Smallholdings
Jurnal Manajemen & Agribisnis, 2019 Oil palm plantation is well known as a profitable business. In general, oil palm smallholders have a higher income than farmers of other commodities. However, most smallholdings have land sizes that do not reach the economic scale. Together with the lack
Diana Chalil, Riantri Barus
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