Value at Risk

Mauricio Garita ()
Additional contact information
Mauricio Garita: Universidad Francisco Marroquín

A chapter in Applied Quantitative Finance, 2021, pp 211-234 from Springer

Abstract: Abstract Focusing on the creation of portfolios for investment, this chapter aims to understand the risks of the portfolio through methods such as the Value at Risk (VaR) to determine the possible loss or gain of a portfolio. This chapter is based on an investor view and the process for executing decisions that create profitable portfolios in the short and long run.

Keywords: Risk; Portfolios; VaR; Backtesting (search for similar items in EconPapers)
Date: 2021
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-29141-9_8

Ordering information: This item can be ordered from
http://www.springer.com/9783030291419

DOI: 10.1007/978-3-030-29141-9_8

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().