Risk Metrics Model in the Risk Measurement of Purchasing

Sheng Yang () and Xiao Wan ()
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Sheng Yang: Beijing Jiaotong University
Xiao Wan: Beijing Jiaotong University

A chapter in LISS 2013, 2015, pp 559-564 from Springer

Abstract: Abstract VaR (Value at Risk) is one of the most attractive risk management tools in recent years. As a quantitative model to measure and control financial risk, compared with traditional models, it is easy to understand and apply so as to have more practical and referential significance. However, the application of VaR method in the risk management of purchasing is limited. This paper analyzes the application of VaR Risk Measurement Model in risk management of purchasing and set up a purchasing risk measurement model.

Keywords: Purchasing risk measurement; Value at risk; Risk metrics (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-40660-7_82

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DOI: 10.1007/978-3-642-40660-7_82

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