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Empirical Research on Relationships Between Marginal-VaR, Component-VaR and Incremental-VaR

2013
The aim of this dissertation is to investigate whether the relationships between Marginal-VaR, Component-VaR and Incremental-VaR demonstrated by Hallerbach (2002) are valid. Marginal-VaR, Component-VaR and Incremental-VaR contribute to portfolio managers to get more information on market risk of a portfolio and make better and faster investment ...
openaire   +1 more source

The VAR

2019
Chapuis, Margot   +4 more
openaire   +3 more sources

SÅ GÖR DU JOURNALISTKARRIÄR: Var man, Var vit, Var medelklass

Title: Så gör du journalistkarriär: Var man, var vit, var medelklass Authors: Saga Aschan Kjellström, Isak Berndtsson & Maja Skvagerson Level: Bachelor thesis in Journalism Term: HT 2024 Supervisor: Jenny Wiik This study investigates how Swedish journalists with five to fifteen years of experience in the industry perceive the impact of different ...
Aschan Kjellström, Saga   +2 more
openaire   +1 more source

Vector analysis and control of advanced static VAr compensators

, 1991
C. Schauder   +3 more
semanticscholar   +1 more source

Distributed Volt/VAr Control by PV Inverters

IEEE Transactions on Power Systems, 2013
Pedram Jahangiri, D. Aliprantis
semanticscholar   +1 more source

MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area

International Journal of Forecasting, 2011
Massimiliano Marcellino   +1 more
exaly  

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