Value-At-Risk (Var)

Name: Value-At-Risk (Var)
Brand: OMNIScriptum
SKU: 5951584375
Price: 1011 RUB
Availability: InStock

Артикул Маркета

5951584375

ISBN

9783838381800

Обложка

мягкий

Бумага

офсетная

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2 012 ₽

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–200 ₽

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Value-At-Risk (Var)

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Пэй

2 012 ₽

–50%

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28 сен, по клику 0 ₽

Москва

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Москва

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Т8 Издательские Технологии

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Описание

Печатная книга «Value-At-Risk (Var)» в мягкой обложке, язык - английский. В книге 88 страниц, она напечатана на белой офсетной бумаге плотностью 80 г/м². Формат издания — 152x229 мм. Все книги аккуратно упаковываем в прочный трёхслойный непрозрачный картонный конверт.
Contemporarily, the sophistication of financial markets coupled with possibilities of high volatilities, thinning of margin and shareholder value erosion have necessitated the search for a model that could have predictive powers which fund managers would leverage on to help with risk management phenomenon. Value-at-Risk (VaR) has recently become popular as an alternative risk measure especially with the traditional beta (β) measure of market risk coming under heavy critism due to the heightened concern expressed by financial experts as to whether it actually captures and appropriately price the risk of the market. VaR has been defined as a summary measure that indicates the worst loss that could occur to a portfolio or a single asset over a target horizon with a given level of confidence. The research took a cursory look at the empirical relationship that exists between this rapidly evolving measure of risk and its influence on the everyday asset allocation decisions that fund managers are involved with and to discover how this links with portfolio performance at various allocation mixes. To simplify the approach, only two classes of assets were considered; equity and cash.