Macro-financial analysis of value-at-risk from banking stocks in an Indian scenario
Value-at-risk (VaR) of banking stocks can be affected both by the financial ratio and
macroeconomic variables. A balanced panel data of 28 Indian banks from 2005-2018 was …
macroeconomic variables. A balanced panel data of 28 Indian banks from 2005-2018 was …
Financial Decisions and Value-at-Risk: Empirical Evidence from BIST 100 Companies
S Yaman - Journal of Mehmet Akif Ersoy University Economics …, 2024 - dergipark.org.tr
This study examines the relationship between financial decisions and the value-at-risk
(VaR) of companies operating in the Turkish stock market. The study contains semi-annual …
(VaR) of companies operating in the Turkish stock market. The study contains semi-annual …
Evaluating market risk models in financial risk management: a comparative analysis of value-at-risk and conditional value-at-risk using parallel computation
J Lempinen - 2024 - lutpub.lut.fi
This thesis examines the accuracy of Value-at-Risk (VaR) and Conditional Value-at-Risk
(CVaR) metrics in measuring market risk using historical simulation and Monte Carlo …
(CVaR) metrics in measuring market risk using historical simulation and Monte Carlo …
Management of Reserve funds in Public Service Pension
AS Alvapillai - 2024 - duo.uio.no
An insurance company is responsible for managing a range of pensions in the public
service sector. These pensions are associated with a guaranteed annual return. If the …
service sector. These pensions are associated with a guaranteed annual return. If the …
[PDF][PDF] RİSKE MARUZ DEĞER ANALİZİ ÜZERİNE BİR UYGULAMA: TÜRKİYEDEN BULGULAR
Belirli bir zaman diliminde bir portföyün değerinde meydana gelebilecek en büyük kaybın
belirlenmesi işletmeler ve yatırımcılar açısından büyük bir öneme sahiptir. Finansal …
belirlenmesi işletmeler ve yatırımcılar açısından büyük bir öneme sahiptir. Finansal …
Post-Pandemic Analysis for Value at Risk of Real Estate Investment Trust in Malaysia Under Quantitative Approach
KX Tan, S Karim, TRN Roslan - Journal of Computational …, 2023 - repo.uum.edu.my
A Real Estate Investment Trust (REIT) is a fund or trust that owns and manages commercial
real estate and generates revenue. After two years of the COVID-19 pandemic, the whole …
real estate and generates revenue. After two years of the COVID-19 pandemic, the whole …
ТИЖОРАТ БАНКЛАРИДА РИСКЛАРНИ БАҲОЛАШ МЕТОДЛАРИ
ЖА Абдурасулов - Scientific Journal of Actuarial Finance and …, 2024 - finance.tsue.uz
Мақолада тижорат банкларида рискларнинг вужудга келиши ва уларнинг назарий
масалалари ўрганилган. Мазкур иқтисодий категория бўйича халқаро ва маҳаллий …
масалалари ўрганилган. Мазкур иқтисодий категория бўйича халқаро ва маҳаллий …
Aplicación del modelo Black-Litterman para la construcción de un portafolio de renta fija global, mediante la estructuración de un benchmark propio y estrategia de …
CV Mc Master Molina - 2022 - repository.eafit.edu.co
The access to different investment assets, the search for diversification, and the application
of measures as for quantification and hedging risk are relevant factors for building and …
of measures as for quantification and hedging risk are relevant factors for building and …
Value-at-Risk Computation as-a-service on Cloud
R Choudhury - 2022 - mspace.lib.umanitoba.ca
Computing on a Cloud platform has become popular in the recent past, which people use in
large scale due to of on-demand availability of compute resources. It enables users to get …
large scale due to of on-demand availability of compute resources. It enables users to get …
Black-Litterman, Tek Endeks ve Ortalama-varyans Modellerinin Borsa İstanbul üzerinde Karşılaştırmalı Uygulaması
N Najafov - 2022 - search.proquest.com
Her yatırımcı iyi çeşitlendirilmiş portföye sahip olmak istediğinden portföy optimizasyonu
problemi finanstaki en önemli problemlerden bir tanesidir. Bu düşünceden hareketle, çok …
problemi finanstaki en önemli problemlerden bir tanesidir. Bu düşünceden hareketle, çok …