VaR (Value at Risk) Model
The VaR model represents a significant progress in risk analysis, among the improvements it brings we can outline the attempt to measure risk itself in terms of an eventual loss, instead of focusing on gain-based approach.
Volume (Year): 60 (2012)
Issue (Month): 2 (May)
|Contact details of provider:|| Postal: 16 Libertatii Avenue, Sector 5, Bucureşti, Code 70542|
Phone: 004 021 336 2691
Fax: 004 021 3124873
Web page: http://www.revistadestatistica.ro
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:rsr:supplm:v:60:y:2012:i:2:p:328-332. 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: (Adrian Visoiu)
If references are entirely missing, you can add them using this form.