Value-at-Risk: the Relation with Profit and Other Risk Indicators

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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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Bibliographic Details
Main Author:	Li, Shujia
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2007
Subjects:	Value-at-Risk risk indicator panel data
Online Access:	https://eprints.nottingham.ac.uk/21526/

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