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Keywords = Value at Risk (VaR)

Number of Articles: 1
Determining investment risk in an exchange portfolio by using Value at Risk (VaR) method

Jamshid Salehi Sadaghiani

Volume 6, Issue 17 , September 2007, , Pages 183-200

Abstract
  In optimizing an investment portfolio, the aim is to determine optimal value of per security, where prepares the minimum risk and the maximum return. One of the methods to measure risk of portfolio is Value at Risk (VaR). In the VaR method, risk of securities portfolio is estimated for a time horizon ...  Read More