APPLICATION OF THE VALUE-AT-RISK METHODOLOGY ON THE CAPITAL MARKET
The analysis of the VaR framework methodology will begin by defining the concept and highlighting its advantages and disadvantages, followed by an examination of different VaR calculation methods for portfolios exposed to market risk. VaR serves to evaluate the total risk of a portfolio of finan...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Academica Brâncuşi
2024-12-01
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| Series: | Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie |
| Subjects: | |
| Online Access: | https://www.utgjiu.ro/revista/ec/pdf/2024-06,%20Volumul%20II/31_VaduvaM.pdf |
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