Advanced Search
MyIDEAS: Login

Evaluation du Risque d’un Echantillon de Valeurs Mobilières de la Bourse de Casablanca
[Risk Assessment of a Sample of Securities in Casablanca Stock Exchange]

Contents:

Author Info

  • Abderrazik, Amal
  • Boutkardine, Mehdi
  • El Bahi, Nour El Houda
  • Kartoubi, Salah Eddine
  • El Bouhadi, Abdelhamid

Abstract

The management of financial risks, which is a branch of financial theory, is defined as a process that begins with risk factors identification, continues with measurement of risk and concludes with the coverage of that risk. This work focuses on the second phase of management process, namely the measurement of risk. This can be defined as an uncertainty which has an impact on the wealth and can be measured by different ways. Indeed, it is possible to distinguish, for each risk category, a set of evaluation methods (for example: the semi-variance for equity risk, the convexity degrees for risk associated with bonds and Value-at-Risk (VaR) for the global risk of portfolio). The use of measurement risk in a portfolio of securities is necessary as far as it facilitates the understanding of theoretical concepts and the use of mathematical formulas.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://mpra.ub.uni-muenchen.de/27731/
File Function: original version
Download Restriction: no

Bibliographic Info

Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 27731.

as in new window
Length:
Date of creation: May 2008
Date of revision:
Handle: RePEc:pra:mprapa:27731

Contact details of provider:
Postal: Schackstr. 4, D-80539 Munich, Germany
Phone: +49-(0)89-2180-2219
Fax: +49-(0)89-2180-3900
Web page: http://mpra.ub.uni-muenchen.de
More information through EDIRC

Related research

Keywords: Risk; variance; semi-variance; profitability; risk shortfall; VaR; mean absolute deviation; coefficient of systematic risk;

Find related papers by JEL classification:

References

No references listed on IDEAS
You can help add them by filling out this form.

Citations

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:pra:mprapa:27731. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Ekkehart Schlicht).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.