DocumentCode
2537686
Title
Risk Management: VaR Model for Information Disclosure
Author
Zheng, Yuhua
Author_Institution
Dong Hua Univ., Shanghai, China
fYear
2012
fDate
12-14 Oct. 2012
Firstpage
183
Lastpage
186
Abstract
This article discusses how to quantify the risk with Value at Risk model, and then proposes some problems in the application of this model.
Keywords
risk management; stock markets; VaR model; information disclosure; risk management; risk quantification; value at risk model; Computational modeling; Estimation; Instruments; Portfolios; Reactive power; Risk management; Sensitivity analysis; Value at Risk; disclosure; financia instruments;
fLanguage
English
Publisher
ieee
Conference_Titel
Business Computing and Global Informatization (BCGIN), 2012 Second International Conference on
Conference_Location
Shanghai
Print_ISBN
978-1-4673-4469-2
Type
conf
DOI
10.1109/BCGIN.2012.54
Filename
6382495
Link To Document