METHODS, THEORIES AND MODELS TO MEASURE MARKET RISK OF THE PORTFOLIO OF SHARES

In terms of a portfolio of shares, market risk is caused by the price change measures under discussion and that is why it is important to consider carefully the historical evolution of prices in order to be able to determine if there is a certain cyclical trend that may affect the portfolio in the future.

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Year of publication:	2013
Authors:	ANGHELACHE, Constantin ; VOINEAGU, Vergil ; CULETU, Danut ; BALTAC, Andreea Gabriela
Published in:	Romanian Statistical Review. - Institutul National de Statistica şi Studii Economice (INSSE). - Vol. 61.2013, 8, p. 18-30
Publisher:	Institutul National de Statistica şi Studii Economice (INSSE)
Subject:	market risk \| sensitivity \| profitability \| Value at Risk \| derivative transactions

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Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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