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Journal articles on the topic 'Value at risk'

Author: Grafiati

Published: 4 June 2021

Last updated: 25 July 2025

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1

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.

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2

Park, 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.

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Purpose: As the COVID-19 pandemic began, the concepts that have been used in Korean society are “With Corona” and “Post Corona.” In Korea, social distancing and mask wearing were mostly lifted, but the sense of crisis did not disappear. As consumer sentiment shrank, productivity decreased, and the entire industry was af-fected, the beauty industry (mainly face-to-face services) is also subject to many negative effects. Consumer sen-timent appears irrational and rationally regulates consumption habits. The general risk perception and beauty shop risk perception of COVID-19 were set as factors t

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3

Stuchlíková, 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.

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4

Longia, 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.

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5

Misankova, 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.

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6

Angelidis, 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.

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7

Mangiero, 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.

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8

Jorion, 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.

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9

von Balduin, Alexander. "Was ist der„Value at Risk”?" RISKNEWS 1, no. 2 (2004): 50–51. http://dx.doi.org/10.1002/risk.200490034.

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10

Hwang, 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.

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11

Meraklı, 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.

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12

Stambaugh, 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.

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13

Sathvika, 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.

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14

Kountur, 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.

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A model for estimating the likelihood value of residual risk (Y) is introduced. The model consists of three independent variables: the likelihood value of risk before risk treatment (X1), the quality of risk treatment (X2), and the appropriateness of risk treatment (X3). An experimental research design with a multiple linear regression analysis was used in the estimation. All independent variables, the likelihood value of risk before treatment, the quality of risk treatment, and the appropriateness of risk treatment, can be significantly used to estimate the likelihood value of residual risk.

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15

Stefaniak, 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.

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16

Byczkowska, 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.

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Background: Aortic stenosis is a disease of the elderly people, with multiple comorbidities and often with the frailty syndrome. Therefore, we decided that frailty as a clinical factor requires precise characterization as it is a valuable supplement to the risk stratification in transcatheter aortic Valve implantation (TAVI). Objective: The aim of our study was to evaluate the prognostic value of the Katz frailty scale in patients undergoing TAVI in relation to the risk of mortality assessed with the STS scale. Material and methods: The study included 105 patients with severe aortic stenosis (

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17

Marshall, 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.

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18

Sackley, William H. "Value at Risk." CFA Digest 30, no. 4 (2000): 90–91. http://dx.doi.org/10.2469/dig.v30.n4.788.

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19

Chakraborty, Biplab. "Value at Risk." Management Accountant Journal 57, no. 7 (2022): 81. http://dx.doi.org/10.33516/maj.v57i7.81-84p.

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20

Linsmeier, 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.

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21

Lechner, 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.

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22

MacMinn, 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.

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23

Seiter, 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.

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24

Sarin, 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.

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25

Crespi, 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.

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26

Mangiero, 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.

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27

Pilbeam, 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.

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28

Miles, 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.

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29

Peng, 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.

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30

Strnad, 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.

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31

Romeike, 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.

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32

Lim, 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.

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33

Belles-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.

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34

Hamel, 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.

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35

Cossette, 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.

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36

Mozes, 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.

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37

Gaytán 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.

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The technique (VaR) is a statistical measure of the risk. It is associated with financial risks related to the high volatility in prices, interest rates, or exchange rates. It is used massively by entities because of the necessity to measure risk in constantly traded portfolios.

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38

Gaytán 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.

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The technique (VaR) is a statistical measure of the risk. It is associated with financial risks related to the high volatility in prices, interest rates, or exchange rates. It is used massively by entities because of the necessity to measure risk in constantly traded portfolios.

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39

Gaytán 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.

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Abstract:

The technique (VaR) is a statistical measure of the risk. It is associated with financial risks related to the high volatility in prices, interest rates, or exchange rates. It is used massively by entities because of the necessity to measure risk in constantly traded portfolios.

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40

MITSUSHITA, 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.

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41

Horsch, 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.

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42

Bernstein, 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.

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43

Kihlbom, Ulrik. "Genetic risk and value." Journal of Risk Research 21, no. 2 (2016): 222–35. http://dx.doi.org/10.1080/13669877.2016.1200653.

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44

Essert, 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.

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45

ARRHENIUS, GUSTAF, and WLODEK RABINOWICZ. "VALUE AND UNACCEPTABLE RISK." Economics and Philosophy 21, no. 2 (2005): 177–97. http://dx.doi.org/10.1017/s0266267105000556.

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Consider a transitive value ordering of outcomes and lotteries on outcomes, which satisfies substitutivity of equivalents and obeys “continuity for easy cases,” i.e., allows compensating risks of small losses by chances of small improvements. Temkin (2001) has argued that such an ordering must also – rather counter-intuitively – allow chances of small improvements to compensate risks of huge losses. In this paper, we show that Temkin's argument is flawed but that a better proof is possible. However, it is more difficult to determine what conclusions should be drawn from this result. Contrary t

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46

Dyer, 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.

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47

Bridges, Glenys. "Radiographs: value v risk." Dental Nursing 16, no. 10 (2020): 508–9. http://dx.doi.org/10.12968/denn.2020.16.10.508.

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48

MICHETTI, MELANIA. "VALUE AT RISK (VaR)." BANKPEDIA REVIEW 3, no. 2 (2013): 19–24. http://dx.doi.org/10.14612/michetti_2_2013.

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49

Wirch, 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.

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50

Shen, 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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