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文章基本信息

  • 标题:Parametric or Non-Parametric Estimation of Value-At-Risk
  • 本地全文:下载
  • 作者:Grzegorz Mentel
  • 期刊名称:International Journal of Business and Management
  • 印刷版ISSN:1833-3850
  • 电子版ISSN:1833-8119
  • 出版年度:2013
  • 卷号:8
  • 期号:11
  • 页码:103
  • DOI:10.5539/ijbm.v8n11p103
  • 出版社:Canadian Center of Science and Education
  • 摘要:

    In the financial analyses the fact of predicting future states of the instruments subjected to investments is
    extremely important. It allows reducing risk and maximizing potential profits. That is why any ways which
    enable to predict the further negative results of taking decisions are very important and the knowledge about the
    measures and their efficiency are an additional advantage. Thus, the paper in which value at risk and an
    assessment of this measure are discussed seems to be of interest.

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