Matches in SemOpenAlex for { <https://semopenalex.org/work/W2101210345> ?p ?o ?g. }
Showing items 1 to 88 of
88
with 100 items per page.
- W2101210345 abstract "We provide evidence for risk management as a value creation activity. To test this proposition, we introduce risk control in portfolio decision making where in order to assess risk we developed a VaR model that is able to take in multidimensional risks. Then we ran out a simulation according to Italian banking operational procedures: our evidence shows a better performance both as total return and as Sharpie ratio. We argue that Basle standard requirements are less heavier than ones granted by internal models, modified by prudential coefficients." @default.
- W2101210345 created "2016-06-24" @default.
- W2101210345 creator A5058967277 @default.
- W2101210345 creator A5071195634 @default.
- W2101210345 date "1999-01-01" @default.
- W2101210345 modified "2023-09-23" @default.
- W2101210345 title "A VAR Model as Risk Management Tool and Risk Adjusted Performance Measures" @default.
- W2101210345 cites W1516216243 @default.
- W2101210345 cites W2068928693 @default.
- W2101210345 cites W2102812912 @default.
- W2101210345 cites W2143557201 @default.
- W2101210345 cites W3124134338 @default.
- W2101210345 doi "https://doi.org/10.2139/ssrn.160653" @default.
- W2101210345 hasPublicationYear "1999" @default.
- W2101210345 type Work @default.
- W2101210345 sameAs 2101210345 @default.
- W2101210345 citedByCount "1" @default.
- W2101210345 countsByYear W21012103452013 @default.
- W2101210345 crossrefType "journal-article" @default.
- W2101210345 hasAuthorship W2101210345A5058967277 @default.
- W2101210345 hasAuthorship W2101210345A5071195634 @default.
- W2101210345 hasConcept C10138342 @default.
- W2101210345 hasConcept C105795698 @default.
- W2101210345 hasConcept C112930515 @default.
- W2101210345 hasConcept C11489865 @default.
- W2101210345 hasConcept C144133560 @default.
- W2101210345 hasConcept C149782125 @default.
- W2101210345 hasConcept C151730666 @default.
- W2101210345 hasConcept C162118730 @default.
- W2101210345 hasConcept C162324750 @default.
- W2101210345 hasConcept C182306322 @default.
- W2101210345 hasConcept C187736073 @default.
- W2101210345 hasConcept C2775924081 @default.
- W2101210345 hasConcept C2776291640 @default.
- W2101210345 hasConcept C2777267654 @default.
- W2101210345 hasConcept C2778414658 @default.
- W2101210345 hasConcept C2780821815 @default.
- W2101210345 hasConcept C32896092 @default.
- W2101210345 hasConcept C33923547 @default.
- W2101210345 hasConcept C86803240 @default.
- W2101210345 hasConcept C94128290 @default.
- W2101210345 hasConceptScore W2101210345C10138342 @default.
- W2101210345 hasConceptScore W2101210345C105795698 @default.
- W2101210345 hasConceptScore W2101210345C112930515 @default.
- W2101210345 hasConceptScore W2101210345C11489865 @default.
- W2101210345 hasConceptScore W2101210345C144133560 @default.
- W2101210345 hasConceptScore W2101210345C149782125 @default.
- W2101210345 hasConceptScore W2101210345C151730666 @default.
- W2101210345 hasConceptScore W2101210345C162118730 @default.
- W2101210345 hasConceptScore W2101210345C162324750 @default.
- W2101210345 hasConceptScore W2101210345C182306322 @default.
- W2101210345 hasConceptScore W2101210345C187736073 @default.
- W2101210345 hasConceptScore W2101210345C2775924081 @default.
- W2101210345 hasConceptScore W2101210345C2776291640 @default.
- W2101210345 hasConceptScore W2101210345C2777267654 @default.
- W2101210345 hasConceptScore W2101210345C2778414658 @default.
- W2101210345 hasConceptScore W2101210345C2780821815 @default.
- W2101210345 hasConceptScore W2101210345C32896092 @default.
- W2101210345 hasConceptScore W2101210345C33923547 @default.
- W2101210345 hasConceptScore W2101210345C86803240 @default.
- W2101210345 hasConceptScore W2101210345C94128290 @default.
- W2101210345 hasLocation W21012103451 @default.
- W2101210345 hasOpenAccess W2101210345 @default.
- W2101210345 hasPrimaryLocation W21012103451 @default.
- W2101210345 hasRelatedWork W1486736225 @default.
- W2101210345 hasRelatedWork W1530438143 @default.
- W2101210345 hasRelatedWork W1543674353 @default.
- W2101210345 hasRelatedWork W1584018694 @default.
- W2101210345 hasRelatedWork W1586405768 @default.
- W2101210345 hasRelatedWork W1909989095 @default.
- W2101210345 hasRelatedWork W2005223514 @default.
- W2101210345 hasRelatedWork W2006663970 @default.
- W2101210345 hasRelatedWork W2048325562 @default.
- W2101210345 hasRelatedWork W2096748627 @default.
- W2101210345 hasRelatedWork W2098652889 @default.
- W2101210345 hasRelatedWork W2137854376 @default.
- W2101210345 hasRelatedWork W2194048883 @default.
- W2101210345 hasRelatedWork W2288150746 @default.
- W2101210345 hasRelatedWork W2383226755 @default.
- W2101210345 hasRelatedWork W2563474936 @default.
- W2101210345 hasRelatedWork W3124940022 @default.
- W2101210345 hasRelatedWork W3128784518 @default.
- W2101210345 hasRelatedWork W3199808701 @default.
- W2101210345 hasRelatedWork W2187982504 @default.
- W2101210345 isParatext "false" @default.
- W2101210345 isRetracted "false" @default.
- W2101210345 magId "2101210345" @default.
- W2101210345 workType "article" @default.