Browsing Articles publicats (Administració d'Empreses) by Subject "VaR"

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    • An Application of the IFM Method for the Risk Assessment of Financial Instruments 

      Pons, Adrià; Cristóbal Fransi, Eduard; Vintró Sánchez, Carla; Rius Torrentó, Josep Maria; Querol, Oriol; Vilaplana Mayoral, Jordi (Springer, 2021)
      External influences or behavioral biases can affect the way risk is perceived. This paper studies the prediction of VaR (Value at Risk) as a measure of the risk of loss for investments on financial products. Our aim is ...