VaR (Value at Risk) Model
Journal Title: Revista Romana de Statistica - Year 2012, Vol 60, Issue 2
Abstract
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.
Authors and Affiliations
Vergil VOINEAGU, Danut CULETU
Keywords
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