The risk assessment of the investments in the companies belonging to the manufacturing industry in Romania, listed on the Bucharest Stock Exchange
VaR represents an advanced model of risk management, appropriate for estimating the financial risk of a financial title taken individually or of a portfolio of titles. The research aims to quantify the maximum loss of the securities value, based on their daily clo...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Transilvania University Press
2018-01-01
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| Series: | Bulletin of the Transilvania University of Brasov. Series V : Economic Sciences |
| Subjects: | |
| Online Access: | http://webbut.unitbv.ro/Bulletin/Series%20V/2017/BULETIN%20I%20SI/11_BALTES-NEAGOE.pdf |