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A Quick glance at risk measurement in risk management.

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dc.contributor.authorSarayut Nathaphanen_US
dc.contributor.otherMahidol University. Mahidol University International College. Business Administration Division.en_US
dc.date.accessioned2015-06-29T09:12:19Z
dc.date.accessioned2018-04-10T04:38:03Z
dc.date.available2015-06-29T09:12:19Z
dc.date.available2018-04-10T04:38:03Z
dc.date.created2015
dc.date.issued2009
dc.description.abstractRisk measurement based on portfolio concept such as Value at Risk (VaR) or Conditional Value at Risk (CVaR) captures effects from related risk factors on portfolio value. VaR is an appropriate risk measurement for the normal market condition whereas CVaR focuses the behavior of loss in the loss distribution. To manage risk effectively, magnitude of what is at risk and effect of such risk factor on portfolio value should be determined.en_US
dc.identifier.citationInternational Management Science Journal. Vol.1, No. 1 (2009-2010), 1-8en_US
dc.identifier.urihttps://repository.li.mahidol.ac.th/handle/20.500.14594/10521
dc.language.isoengen_US
dc.rightsMahidol Universityen_US
dc.subjectValue at risken_US
dc.subjectConditional value at risken_US
dc.subjectRisk managementen_US
dc.titleA Quick glance at risk measurement in risk management.en_US
dc.typeArticleen_US
dspace.entity.typePublication

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