AbstractThe value at risk is one of the most essential risk measures used in the financial industry. Even though from time to time criticized, the VaR is a valuable method for many investors. This paper describes how the VaR is computed in practice, and gives a short overview of value at risk history. Finally, paper describes the basic types of methods and compares their similarities and differences
This study attempts to use value at risk method (VAR) as risk measurement criterion in formation of ...
Value at Risk (VaR) is the worst possible loss in an investment in a reasonable bound. VaR is widely...
Value at Risk (VaR) is a useful concept in risk disclosure, especially for financial institutions. I...
AbstractThe value at risk is one of the most essential risk measures used in the financial industry....
In its most general form, risk can he defined as the possibility an outcome will differ from expecta...
Value at risk is risk management tool for measuring and controlling market risks. Through this paper...
Value at Risk (VaR) is the regulatory measurement for assessing market risk. It reports the maximum ...
Value at Risk (VaR) is one of the most popular tools used to estimate exposure to market risks, and ...
In this article we discuss one of the modern risk measuring techniques Value-at-Risk (VaR). Currentl...
Value at Risk (VaR) is the regulatory measurement for assessing market risk. It reports the maximum ...
Value-at-risk (VaR) is a measure of market risk that has been widely adopted since the mid-1990s for...
The aim of this book is to present recent results concerning one of the most popular risk indicators...
In a risky financial environment, investors gradually realise the danger of potential risk and the i...
This paper is an introduction to the measurement of market risk in financial markets, with examples ...
Value-at-Risk (VaR) has been adopted as the cornerstone and common language of risk management by vi...
This study attempts to use value at risk method (VAR) as risk measurement criterion in formation of ...
Value at Risk (VaR) is the worst possible loss in an investment in a reasonable bound. VaR is widely...
Value at Risk (VaR) is a useful concept in risk disclosure, especially for financial institutions. I...
AbstractThe value at risk is one of the most essential risk measures used in the financial industry....
In its most general form, risk can he defined as the possibility an outcome will differ from expecta...
Value at risk is risk management tool for measuring and controlling market risks. Through this paper...
Value at Risk (VaR) is the regulatory measurement for assessing market risk. It reports the maximum ...
Value at Risk (VaR) is one of the most popular tools used to estimate exposure to market risks, and ...
In this article we discuss one of the modern risk measuring techniques Value-at-Risk (VaR). Currentl...
Value at Risk (VaR) is the regulatory measurement for assessing market risk. It reports the maximum ...
Value-at-risk (VaR) is a measure of market risk that has been widely adopted since the mid-1990s for...
The aim of this book is to present recent results concerning one of the most popular risk indicators...
In a risky financial environment, investors gradually realise the danger of potential risk and the i...
This paper is an introduction to the measurement of market risk in financial markets, with examples ...
Value-at-Risk (VaR) has been adopted as the cornerstone and common language of risk management by vi...
This study attempts to use value at risk method (VAR) as risk measurement criterion in formation of ...
Value at Risk (VaR) is the worst possible loss in an investment in a reasonable bound. VaR is widely...
Value at Risk (VaR) is a useful concept in risk disclosure, especially for financial institutions. I...