VALUE-AT-RISK AS A PRINCIPAL METHODOLOGY OF RISK ESTIMATION
Journal Title: Вісник Одеського національного університету. Економіка. - Year 2016, Vol 21, Issue 4
Abstract
The paper examines the current and historic literature to give an overview of various methodologies employed to determine Value-at-Risk. The estimation methods Value-at Risk employed to determine the significance of the fundamental variables P/E ratio and Debt/Equity ratio with regards to the Value-at-Risk model are given.
Authors and Affiliations
O. P. Petrashko
Keywords
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- EP ID EP217422
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