Title :
Risk Management: VaR Model for Information Disclosure
Author_Institution :
Dong Hua Univ., Shanghai, China
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;
Conference_Titel :
Business Computing and Global Informatization (BCGIN), 2012 Second International Conference on
Conference_Location :
Shanghai
Print_ISBN :
978-1-4673-4469-2
DOI :
10.1109/BCGIN.2012.54
