Since 2014
MARKET RISK ASSESSMENT USING EXPECTED TAIL LOST (ETL) – PECULIARITIES AND APPLICATION
New Knowledge Journal of Science
View Archive Info| Field | Value | |
| Title |
MARKET RISK ASSESSMENT USING EXPECTED TAIL LOST (ETL) – PECULIARITIES AND APPLICATION
|
|
| Creator |
Radukanov, Sergey; D. A. Tsenov Academy of Economics – Svishtov
|
|
| Subject |
market risk, value at risk, returns, single asset
|
|
| Description |
Measuring market risk is explained by using Expected Tail Lost in the article. Its advantages, disadvantages and range of application are pointed out. The basic calculation stages are emphasized in MS EXCEL. Market risk measurement is carried out towards the shares of the company General Motors Company (GM).
|
|
| Publisher |
University of agribusiness and rural development - Plovdiv
|
|
| Contributor |
—
|
|
| Date |
2018-01-23
|
|
| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion — |
|
| Format |
application/pdf
|
|
| Identifier |
http://science.uard.bg/index.php/newknowledge/article/view/318
|
|
| Source |
New knowledge Journal of science; Vol 6, No 5 (2017): New knowledge Journal of science Jubilee Edition; 67-76
2367-4598 1314-5703 |
|
| Language |
eng
|
|
| Relation |
http://science.uard.bg/index.php/newknowledge/article/view/318/pdf_49
|
|
| Rights |
Copyright (c) 2018 New knowledge Journal of science
|
|