Value-at-Risk: the Relation with Profit and Other Risk Indicators
Value-at-Risk is perhaps the most distinguish terminology in risk management area. Due to its high popularity, some people treat it as the only risk indicator for a company. When evaluate the "risk and return" relation for decision making, they sometimes solely consider VaR as the risk ind...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2007
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| Online Access: | https://eprints.nottingham.ac.uk/21526/ |