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- W2374023047 abstract "The value of risk can measure potential lost from different risk source and their interaction,which can measure the market risk of complicated portfolio thoroughly.It is widely discussed by the academic world and the managers of financial risk after VaR putting forward.This paper elaborated the background of VaR and the model of VaR.At the same time the existing problem of application of VaR in the management of financial risk and the practical feasibility of the correction model of value of risk(CVaR) are also argued." @default.
- W2374023047 created "2016-06-24" @default.
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- W2374023047 date "2008-01-01" @default.
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- W2374023047 title "Review of VaR Way Used in Management of Financial Risk" @default.
- W2374023047 hasPublicationYear "2008" @default.
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