Journal articles on the topic 'Value at risk'
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Zelinková, Kateřina, and Aleš Kresta. "DETERMINATION OF VALUE AT RISK AND CONDITIONAL VALUE AT RISK BY ASSUMING ELLIPTICAL DISTRIBITION." Acta academica karviniensia 16, no. 2 (2016): 95–105. http://dx.doi.org/10.25142/aak.2016.017.
Full textPark, Juyeun, Eunjoo Choi, and Kihun Han. "The Effect of Hair Beauty Shop Customers' Perception of General Risks and Beauty Shop Risks on Consumer Sentiment." J-Institute 8, no. 1 (2023): 43–55. http://dx.doi.org/10.22471/value.2023.8.1.43.
Full textStuchlíková, Zuzana. "Value-at-Risk and Dynamic Risk Measures." Acta Oeconomica Pragensia 13, no. 1 (2005): 63–68. http://dx.doi.org/10.18267/j.aop.137.
Full textLongia, François M. "Value at Risk and Extreme Values." IFAC Proceedings Volumes 31, no. 16 (1998): 45–49. http://dx.doi.org/10.1016/s1474-6670(17)40457-5.
Full textMisankova, Maria, and Erika Spuchlakova. "Application of conditional value at risk for credit risk optimization." New Trends and Issues Proceedings on Humanities and Social Sciences 3, no. 4 (2017): 146–52. http://dx.doi.org/10.18844/gjhss.v3i4.1540.
Full textAngelidis, Timotheos, and Alexandros Benos. "Value-at-Risk for Greek Stocks." Multinational Finance Journal 12, no. 1/2 (2008): 67–104. http://dx.doi.org/10.17578/12-1/2-4.
Full textMangiero, Susan M. "Risk2: Measuring the Risk in Value at Risk." CFA Digest 27, no. 3 (1997): 68–69. http://dx.doi.org/10.2469/dig.v27.n3.125.
Full textJorion, Philippe. "Risk2: Measuring the Risk in Value at Risk." Financial Analysts Journal 52, no. 6 (1996): 47–56. http://dx.doi.org/10.2469/faj.v52.n6.2039.
Full textvon Balduin, Alexander. "Was ist der„Value at Risk”?" RISKNEWS 1, no. 2 (2004): 50–51. http://dx.doi.org/10.1002/risk.200490034.
Full textHwang, Jaehak. "Climate Value at Risk of Korean corporations." Journal of Market Economy 51, no. 3 (2022): 57–84. http://dx.doi.org/10.38162/jome.51.3.3.
Full textMeraklı, Merve, and Simge Küçükyavuz. "Vector-valued multivariate conditional value-at-risk." Operations Research Letters 46, no. 3 (2018): 300–305. http://dx.doi.org/10.1016/j.orl.2018.02.006.
Full textStambaugh, Fred. "Risk and value at risk." European Management Journal 14, no. 6 (1996): 612–21. http://dx.doi.org/10.1016/s0263-2373(96)00057-6.
Full textSathvika, G., Mr N. Suresh, and Dr Vara Lakshmi Thavva. "A Study On Value At Risk (VAR) Models In Measuring Market Risk." International Journal of Research Publication and Reviews 6, no. 4 (2025): 5976–80. https://doi.org/10.55248/gengpi.6.0425.14125.
Full textKountur, Ronny. "The likelihood value of residual risk estimation in the management of enterprise risk." Investment Management and Financial Innovations 15, no. 3 (2018): 49–55. http://dx.doi.org/10.21511/imfi.15(3).2018.04.
Full textStefaniak, Radosław. "REVIEW OF VALUE AT RISK ESTIMATION METHODS." PRACE NAUKOWE UNIWERSYTETU EKONOMICZNEGO WE WROCŁAWIU, no. 519 (2018): 173–83. http://dx.doi.org/10.15611/pn.2018.519.14.
Full textByczkowska, Katarzyna. "Katz Frailty Syndrom has no Predictive Value in Low-Risk Patients Undergoing Transcatheter Aortic Valve Implantation." Clinical Cardiology and Cardiovascular Interventions 04, no. 16 (2021): 01–08. http://dx.doi.org/10.31579/2641-0419/227.
Full textMarshall, Chris, and Michael Siegel. "Value at Risk." Journal of Derivatives 4, no. 3 (1997): 91–111. http://dx.doi.org/10.3905/jod.1997.407975.
Full textSackley, William H. "Value at Risk." CFA Digest 30, no. 4 (2000): 90–91. http://dx.doi.org/10.2469/dig.v30.n4.788.
Full textChakraborty, Biplab. "Value at Risk." Management Accountant Journal 57, no. 7 (2022): 81. http://dx.doi.org/10.33516/maj.v57i7.81-84p.
Full textLinsmeier, Thomas J., and Neil D. Pearson. "Value at Risk." Financial Analysts Journal 56, no. 2 (2000): 47–67. http://dx.doi.org/10.2469/faj.v56.n2.2343.
Full textLechner, Lindsay A., and Timothy C. Ovaert. "Value‐at‐risk." Journal of Risk Finance 11, no. 5 (2010): 464–80. http://dx.doi.org/10.1108/15265941011092059.
Full textMacMinn, Richard D. "Value and risk." Journal of Banking & Finance 26, no. 2-3 (2002): 297–301. http://dx.doi.org/10.1016/s0378-4266(01)00223-0.
Full textSeiter, Mischa, and Sven Eckert. "Value at Risk." Controlling 16, no. 7 (2004): 425–26. http://dx.doi.org/10.15358/0935-0381-2004-7-425.
Full textSarin, Rakesh K., and Martin Weber. "Risk-value models." European Journal of Operational Research 70, no. 2 (1993): 135–49. http://dx.doi.org/10.1016/0377-2217(93)90033-j.
Full textCrespi, Giovanni Paolo, and Elisa Mastrogiacomo. "Qualitative robustness of set-valued value-at-risk." Mathematical Methods of Operations Research 91, no. 1 (2020): 25–54. http://dx.doi.org/10.1007/s00186-020-00707-9.
Full textMangiero, Susan M. "Value at Risk and Derivatives Risk." CFA Digest 28, no. 2 (1998): 59–61. http://dx.doi.org/10.2469/dig.v28.n2.273.
Full textPilbeam, Keith, and Rehan Noronha. "Risk budgeting and Value-at-Risk." International Journal of Monetary Economics and Finance 1, no. 2 (2008): 149. http://dx.doi.org/10.1504/ijmef.2008.019219.
Full textMiles, Ralph F. "Risk‐Adjusted Mission Value: Trading Off Mission Risk for Mission Value." Risk Analysis 24, no. 2 (2004): 415–24. http://dx.doi.org/10.1111/j.0272-4332.2004.00443.x.
Full textPeng, Jin. "Credibilistic Value and Average Value at Risk in Fuzzy Risk Analysis." Fuzzy Information and Engineering 3, no. 1 (2011): 69–79. http://dx.doi.org/10.1007/s12543-011-0067-8.
Full textStrnad, Petr. "Market liquidity risk and its incorporation into value at risk." Acta Oeconomica Pragensia 17, no. 2 (2009): 21–37. http://dx.doi.org/10.18267/j.aop.11.
Full textRomeike, Frank. "Buchbesprechung: Corporate Risk Management— Cash Flow at Risk und Value at Risk von Peter Hager." RISKNEWS 1, no. 3 (2004): 71–72. http://dx.doi.org/10.1002/risk.200490065.
Full textLim, Chee Yeow, and Patricia Mui-Siang Tan. "Value relevance of value-at-risk disclosure." Review of Quantitative Finance and Accounting 29, no. 4 (2007): 353–70. http://dx.doi.org/10.1007/s11156-007-0038-7.
Full textBelles-Sampera, Jaume, Montserrat Guillén, and Miguel Santolino. "Beyond Value-at-Risk: GlueVaR Distortion Risk Measures." Risk Analysis 34, no. 1 (2013): 121–34. http://dx.doi.org/10.1111/risa.12080.
Full textHamel, Andreas H., Birgit Rudloff, and Mihaela Yankova. "Set-valued average value at risk and its computation." Mathematics and Financial Economics 7, no. 2 (2013): 229–46. http://dx.doi.org/10.1007/s11579-013-0094-9.
Full textCossette, Hélène, Mélina Mailhot, Étienne Marceau, and Mhamed Mesfioui. "Vector-Valued Tail Value-at-Risk and Capital Allocation." Methodology and Computing in Applied Probability 18, no. 3 (2015): 653–74. http://dx.doi.org/10.1007/s11009-015-9444-9.
Full textMozes, Haim A. "The Risk in Value." Journal of Investing 29, no. 3 (2020): 6–17. http://dx.doi.org/10.3905/joi.2020.1.119.
Full textGaytán Cortés, Juan. "Value at Risk (VaR)." Mercados Y Negocios, no. 45 (January 1, 2022): 95–106. http://dx.doi.org/10.32870/myn.vi45.7665.g6726.
Full textGaytán Cortés, Juan. "Value at Risk (VaR)." Mercados Y Negocios, no. 45 (January 1, 2022): 95–106. http://dx.doi.org/10.32870/myn.vi45.7665.
Full textGaytán Cortés, Juan. "Value at Risk (VaR)." Mercados Y Negocios, no. 45 (January 1, 2022): 95–106. http://dx.doi.org/10.32870/myn.vi45.7665.g6732.
Full textMITSUSHITA, Kenta, and Shin MURAKOSHI. "Educational value in risk:." Taiikugaku kenkyu (Japan Journal of Physical Education, Health and Sport Sciences) 65 (2020): 19–33. http://dx.doi.org/10.5432/jjpehss.19048.
Full textHorsch, Andreas, and Bedia Jüttner. "Value-at-Risk-Varianten." WiSt - Wirtschaftswissenschaftliches Studium 47, no. 4 (2018): 48–50. http://dx.doi.org/10.15358/0340-1650-2018-4-48.
Full textBernstein, Sheri, and Marni Gittleman. "The Value of Risk." Journal of Museum Education 35, no. 1 (2010): 43–58. http://dx.doi.org/10.1080/10598650.2010.11510649.
Full textKihlbom, Ulrik. "Genetic risk and value." Journal of Risk Research 21, no. 2 (2016): 222–35. http://dx.doi.org/10.1080/13669877.2016.1200653.
Full textEssert, Henry. "Risk and Enterprise Value." Geneva Papers on Risk and Insurance - Issues and Practice 27, no. 3 (2002): 435–43. http://dx.doi.org/10.1111/1468-0440.00183.
Full textARRHENIUS, GUSTAF, and WLODEK RABINOWICZ. "VALUE AND UNACCEPTABLE RISK." Economics and Philosophy 21, no. 2 (2005): 177–97. http://dx.doi.org/10.1017/s0266267105000556.
Full textDyer, James S., and Jianmin Jia. "Relative risk—value models." European Journal of Operational Research 103, no. 1 (1997): 170–85. http://dx.doi.org/10.1016/s0377-2217(96)00254-8.
Full textBridges, Glenys. "Radiographs: value v risk." Dental Nursing 16, no. 10 (2020): 508–9. http://dx.doi.org/10.12968/denn.2020.16.10.508.
Full textMICHETTI, MELANIA. "VALUE AT RISK (VaR)." BANKPEDIA REVIEW 3, no. 2 (2013): 19–24. http://dx.doi.org/10.14612/michetti_2_2013.
Full textWirch, Julia Lynn. "Raising Value at Risk." North American Actuarial Journal 3, no. 2 (1999): 106–15. http://dx.doi.org/10.1080/10920277.1999.10595804.
Full textShen, Leo, and Robert J. Elliott. "How to value risk." Expert Systems with Applications 39, no. 5 (2012): 6111–15. http://dx.doi.org/10.1016/j.eswa.2011.11.006.
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