FINANCIAL RISK OPTIMISATION METHODS: A SURVEY

Alexandra-Maria Chiper ()
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Alexandra-Maria Chiper: Alexandru Ioan Cuza University of IaÅŸi, Faculty of Economics and Business Administration, IaÅŸi, Romania

Review of Economic and Business Studies, 2023, issue 31, 155-168

Abstract: An important part of the management activity is related to the management of financial risk management. It involves the assessment of financial risks in relation to a particular financial institution, situation or decision and the consistent development of management strategies and internal policies. The basic work of risk management is to measure risk. This paper examines the existing literature on financial risk measurement, pointing out the limitations in existing risk measurement indicators and what was done in terms of optimization of risk measures, good performance, easy calculation, and testing. In addition, the paper wants to explore future research ideas.

Keywords: Financial risk management; Risk measures; Value-at-risk; Expected Shortfall; Risk measurement (search for similar items in EconPapers)
Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:aic:revebs:y:2023:j:31:chipera

DOI: 10.47743/rebs-2023-1-0009

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